+73.6%
ALTL vs SPY
+171.6%
-98.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.5% | +3.3% | -2.8% | -2.2% |
| 30D | -9.6% | -2.7% | -6.9% | -7.4% |
| 3M | -17.0% | -1.7% | -15.2% | -15.7% |
| 6M | -15.5% | +3.1% | -18.6% | -17.3% |
| YTD | -8.9% | +11.9% | -20.8% | -16.7% |
| 1Y | -10.7% | +12.0% | -22.6% | -18.4% |
| 3Y | +25.6% | +78.2% | -52.6% | -23.9% |
| 5Y | -7.9% | +73.2% | -81.2% | -42.6% |
| All | +73.6% | +171.6% | -98.0% | -34.9% |
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 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