-43.8%
ALTO vs SPY
+312.9%
-356.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | +2.5% | -2.7% | +5.2% | +4.8% |
| 30D | +2.5% | -5.4% | +7.9% | +7.7% |
| 3M | -17.3% | -4.1% | -13.2% | -14.3% |
| 6M | -32.7% | +0.7% | -33.4% | -33.7% |
| YTD | +29.9% | +8.7% | +21.2% | +17.9% |
| 1Y | +163.4% | +10.9% | +152.5% | +135.0% |
| 3Y | -24.0% | +75.0% | -99.0% | -59.3% |
| 5Y | -33.9% | +67.8% | -101.7% | -62.2% |
| All | -43.8% | +312.9% | -356.6% | -84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling