+18.6%
SPYM vs ALC
-14.0%
+32.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.4% | -5.3% | +4.9% | +0.2% |
| 30D | -1.4% | -7.1% | +5.7% | -0.6% |
| 3M | +3.7% | +0.8% | +3.0% | +3.5% |
| 6M | +13.0% | -16.0% | +29.0% | +16.0% |
| YTD | +12.5% | -12.7% | +25.2% | +14.6% |
| 1Y | +18.6% | -12.8% | +31.4% | +20.7% |
| All | +18.6% | -14.0% | +32.6% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling