-53.4%
ALVO vs SPY
+118.0%
-171.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.4% | -0.4% | -2.1% | -2.2% |
| 30D | +38.2% | -1.4% | +39.6% | +39.2% |
| 3M | +25.2% | +3.7% | +21.5% | +22.3% |
| 6M | +29.6% | +13.0% | +16.6% | +20.6% |
| YTD | +1.6% | +12.4% | -10.8% | -5.3% |
| 1Y | -35.8% | +18.5% | -54.3% | -41.8% |
| 3Y | -45.3% | +77.6% | -122.9% | -58.5% |
| All | -53.4% | +118.0% | -171.5% | -64.2% |
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 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