-56.0%
ALVO vs SPY
+117.8%
-173.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.1% |
| 7D | +5.4% | -0.9% | +6.3% | +5.8% |
| 30D | -10.5% | -2.4% | -8.2% | -9.2% |
| 3M | +29.5% | -1.2% | +30.6% | +30.5% |
| 6M | +37.0% | +3.3% | +33.8% | +34.5% |
| YTD | -4.1% | +12.3% | -16.4% | -10.3% |
| 1Y | -11.8% | +12.4% | -24.3% | -17.6% |
| 3Y | -45.4% | +78.8% | -124.2% | -58.6% |
| All | -56.0% | +117.8% | -173.8% | -66.2% |
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 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