-39.1%
ALTO vs SPY
+313.4%
-352.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | -20.2% | +0.1% | -20.2% | -20.2% |
| 3M | -26.8% | +2.0% | -28.8% | -28.4% |
| 6M | +55.4% | +13.0% | +42.4% | +36.7% |
| YTD | +40.3% | +13.5% | +26.7% | +22.7% |
| 1Y | +251.3% | +20.0% | +231.3% | +189.5% |
| 3Y | +9.8% | +77.2% | -67.4% | -41.3% |
| 5Y | -17.7% | +81.9% | -99.6% | -56.1% |
| All | -39.1% | +313.4% | -352.5% | -82.8% |
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 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