-84.1%
ALTI vs SPY
+72.1%
-156.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.8% |
| 7D | -32.5% | +2.6% | -35.1% | -33.4% |
| 30D | -31.7% | -2.0% | -29.8% | -31.0% |
| 3M | -62.3% | -2.8% | -59.5% | -61.7% |
| 6M | -51.5% | +2.1% | -53.7% | -52.1% |
| YTD | -65.9% | +11.5% | -77.4% | -67.9% |
| 1Y | -59.3% | +13.5% | -72.7% | -61.9% |
| 3Y | -80.2% | +77.7% | -157.9% | -84.5% |
| All | -84.1% | +72.1% | -156.2% | -87.8% |
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