+196.6%
SPYM vs ALC
+27.5%
+169.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.1% |
| 7D | -0.9% | -6.3% | +5.4% | +1.4% |
| 30D | -2.4% | +12.6% | -15.0% | -6.8% |
| 3M | -1.1% | -3.8% | +2.7% | -0.1% |
| 6M | +3.3% | +16.8% | -13.5% | -3.6% |
| YTD | +12.4% | -7.6% | +20.0% | +14.0% |
| 1Y | +12.5% | -5.9% | +18.4% | +13.2% |
| 3Y | +79.1% | +0.6% | +78.5% | +69.5% |
| 5Y | +75.7% | -9.5% | +85.2% | +71.3% |
| All | +196.6% | +27.5% | +169.1% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling