-35.9%
ALTO vs SPY
+74.6%
-110.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.3% |
| 7D | +9.7% | -0.9% | +10.6% | +10.3% |
| 30D | +4.9% | -2.4% | +7.3% | +7.1% |
| 3M | -7.9% | -1.2% | -6.8% | -7.3% |
| 6M | -21.6% | +3.3% | -24.9% | -24.9% |
| YTD | +33.3% | +12.3% | +21.0% | +16.0% |
| 1Y | +115.7% | +12.4% | +103.3% | +87.5% |
| 3Y | +83.7% | +78.8% | +4.9% | -15.2% |
| 5Y | -35.9% | +75.2% | -111.1% | -68.4% |
| All | -35.9% | +74.6% | -110.5% | -68.4% |
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