-29.2%
ALZN vs SPY
+17.1%
-46.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +2.3% |
| 7D | 0.0% | -2.0% | +2.0% | +3.7% |
| 30D | +15.6% | -1.7% | +17.3% | +18.9% |
| 3M | +46.6% | +4.7% | +41.8% | +31.9% |
| 6M | -20.6% | +12.5% | -33.1% | -39.4% |
| YTD | -6.6% | +11.7% | -18.3% | -27.8% |
| All | -29.2% | +17.1% | -46.3% | -48.5% |
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 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