-40.6%
ALTO vs SPY
+308.5%
-349.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.0% |
| 7D | +1.1% | +3.3% | -2.2% | -2.0% |
| 30D | -1.6% | -2.7% | +1.1% | +0.7% |
| 3M | -8.6% | -1.7% | -6.9% | -7.5% |
| 6M | -19.7% | +3.1% | -22.8% | -22.7% |
| YTD | +28.8% | +11.9% | +16.9% | +13.7% |
| 1Y | +94.2% | +12.0% | +82.3% | +71.3% |
| 3Y | +77.5% | +78.2% | -0.7% | -6.1% |
| 5Y | -35.3% | +73.2% | -108.5% | -64.1% |
| All | -40.6% | +308.5% | -349.1% | -84.0% |
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