-34.7%
ALVO vs SPY
+17.2%
-52.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -2.6% | -2.0% | -0.6% | -1.5% |
| 30D | +37.9% | -1.7% | +39.5% | +39.1% |
| 3M | +26.6% | +4.7% | +21.8% | +21.5% |
| 6M | +35.1% | +12.5% | +22.5% | +22.0% |
| YTD | +2.1% | +11.7% | -9.6% | -7.8% |
| 1Y | -34.7% | +17.5% | -52.2% | -41.3% |
| All | -34.7% | +17.2% | -52.0% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling