+2,074.8%
ALX vs SPY
+3,091.8%
-1,016.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -3.8% | +0.1% | -3.8% | -3.8% |
| 3M | +4.2% | +2.0% | +2.2% | +2.6% |
| 6M | +15.0% | +13.0% | +2.0% | +5.5% |
| YTD | +27.1% | +13.5% | +13.6% | +16.2% |
| 1Y | +22.8% | +20.0% | +2.8% | +8.0% |
| 3Y | +73.5% | +77.2% | -3.7% | +15.9% |
| 5Y | +51.4% | +81.9% | -30.5% | -2.1% |
| 10Y | +18.4% | +314.1% | -295.7% | -58.1% |
| All | +2,074.8% | +3,091.8% | -1,016.9% | +255.5% |
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