-48.8%
ALTG vs SPY
+81.8%
-130.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +1.1% |
| 7D | +7.0% | +0.5% | +6.4% | +6.1% |
| 30D | -18.4% | -0.9% | -17.5% | -17.4% |
| 3M | -4.8% | +3.9% | -8.7% | -9.5% |
| 6M | -8.0% | +14.5% | -22.5% | -22.6% |
| YTD | +33.0% | +12.9% | +20.1% | +14.6% |
| 1Y | -25.9% | +19.4% | -45.3% | -40.6% |
| 3Y | -51.7% | +78.5% | -130.2% | -74.9% |
| 5Y | -48.8% | +81.8% | -130.5% | -74.2% |
| All | -48.8% | +81.8% | -130.5% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling