-59.3%
ALTI vs SPY
+12.1%
-71.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.7% |
| 7D | -32.5% | +2.6% | -35.1% | -33.8% |
| 30D | -31.7% | -2.0% | -29.8% | -30.7% |
| 3M | -62.3% | -2.8% | -59.5% | -61.4% |
| 6M | -51.5% | +2.1% | -53.7% | -52.5% |
| YTD | -65.9% | +11.5% | -77.4% | -69.4% |
| 1Y | -59.3% | +13.5% | -72.7% | -63.9% |
| All | -59.3% | +12.1% | -71.3% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling