+86.3%
ALTY vs SPY
+320.3%
-234.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.2% | +0.3% |
| 7D | -1.9% | -4.7% | +2.9% | +0.9% |
| 30D | -1.2% | -5.9% | +4.7% | +2.3% |
| 3M | -4.4% | -4.5% | +0.2% | -1.8% |
| 6M | -3.0% | +1.8% | -4.8% | -4.3% |
| YTD | +2.9% | +8.3% | -5.4% | -2.3% |
| 1Y | +4.8% | +9.3% | -4.6% | -1.1% |
| 3Y | +34.5% | +74.9% | -40.4% | -6.2% |
| 5Y | +23.1% | +67.3% | -44.2% | -12.7% |
| 10Y | +73.4% | +311.6% | -238.1% | -25.7% |
| All | +86.3% | +320.3% | -234.0% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling