-69.2%
ALTI vs SPY
+97.8%
-167.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.4% | -21.5% | -21.7% |
| 7D | -25.2% | +0.1% | -25.3% | -25.2% |
| 30D | -35.1% | +0.1% | -35.1% | -35.0% |
| 3M | -1.3% | +2.0% | -3.3% | -2.4% |
| 6M | -32.4% | +13.0% | -45.4% | -36.7% |
| YTD | -35.3% | +13.5% | -48.9% | -39.5% |
| 1Y | -29.4% | +20.0% | -49.4% | -35.7% |
| 3Y | -58.6% | +77.2% | -135.8% | -67.4% |
| 5Y | -68.9% | +81.9% | -150.8% | -75.9% |
| All | -69.2% | +97.8% | -167.0% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling