+2,009.0%
ALX vs SPY
+3,015.5%
-1,006.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.0% | -0.6% | +6.6% | +6.3% |
| 30D | +5.6% | -3.7% | +9.3% | +8.1% |
| 3M | -5.8% | -2.7% | -3.0% | -4.2% |
| 6M | +7.1% | +2.2% | +4.9% | +5.1% |
| YTD | +23.3% | +10.8% | +12.4% | +14.2% |
| 1Y | +20.7% | +11.2% | +9.4% | +11.5% |
| 3Y | +65.0% | +76.5% | -11.5% | +10.2% |
| 5Y | +36.4% | +72.9% | -36.5% | -8.8% |
| 10Y | +21.7% | +304.8% | -283.1% | -56.3% |
| All | +2,009.0% | +3,015.5% | -1,006.5% | +249.7% |
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