-38.2%
ALTO vs SPY
+74.7%
-112.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -3.1% |
| 7D | -4.4% | -0.7% | -3.7% | -3.7% |
| 30D | -7.7% | -1.0% | -6.6% | -6.7% |
| 3M | -33.8% | -0.3% | -33.5% | -33.7% |
| 6M | -36.0% | +7.3% | -43.4% | -40.9% |
| YTD | +21.5% | +13.3% | +8.2% | +5.2% |
| 1Y | +209.7% | +14.8% | +194.9% | +164.4% |
| 3Y | -24.2% | +82.9% | -107.2% | -66.1% |
| All | -38.2% | +74.7% | -112.9% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling