+73.2%
ALTL vs SPY
+170.0%
-96.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -0.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | -12.0% | -3.3% | -8.7% | -9.4% |
| 3M | -17.5% | -2.4% | -15.1% | -15.8% |
| 6M | -16.4% | +2.6% | -18.9% | -17.8% |
| YTD | -9.1% | +11.2% | -20.3% | -16.5% |
| 1Y | -9.5% | +13.4% | -22.9% | -18.2% |
| 3Y | +26.1% | +79.9% | -53.8% | -24.3% |
| 5Y | -7.8% | +72.2% | -80.0% | -42.2% |
| All | +73.2% | +170.0% | -96.8% | -34.7% |
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