-11.2%
ALTL vs SPY
+12.3%
-23.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -1.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.2% |
| 30D | -12.0% | -3.3% | -8.7% | -8.7% |
| 3M | -17.5% | -2.4% | -15.1% | -15.2% |
| 6M | -16.4% | +2.6% | -18.9% | -18.0% |
| YTD | -9.1% | +11.2% | -20.3% | -14.4% |
| All | -11.2% | +12.3% | -23.5% | -16.8% |
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 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