+23.2%
ALX vs SPY
+21.3%
+1.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -2.3% | +0.2% | -2.5% | -2.4% |
| 3M | +7.0% | +2.8% | +4.2% | +6.2% |
| 6M | +14.8% | +14.3% | +0.6% | +9.4% |
| YTD | +27.5% | +14.0% | +13.5% | +21.1% |
| All | +23.2% | +21.3% | +1.8% | +14.0% |
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