-44.8%
ALTO vs SPY
+311.6%
-356.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.4% | +9.3% | +9.1% |
| 7D | +0.5% | -4.7% | +5.3% | +4.9% |
| 30D | -2.1% | -5.9% | +3.8% | +3.4% |
| 3M | -27.5% | -4.5% | -22.9% | -24.5% |
| 6M | -38.7% | +1.8% | -40.5% | -40.3% |
| YTD | +27.4% | +8.3% | +19.1% | +16.1% |
| 1Y | +216.4% | +9.3% | +207.0% | +185.6% |
| 3Y | -20.6% | +74.9% | -95.4% | -57.5% |
| 5Y | -35.2% | +67.3% | -102.4% | -62.8% |
| All | -44.8% | +311.6% | -356.4% | -84.6% |
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