+82.3%
SPYM vs ALC
-15.6%
+98.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | +0.6% | -3.7% | +4.2% | +1.8% |
| 30D | -0.9% | -3.7% | +2.8% | +0.2% |
| 3M | +3.9% | +4.6% | -0.6% | +2.0% |
| 6M | +14.5% | -14.6% | +29.1% | +19.9% |
| YTD | +13.0% | -11.9% | +24.9% | +16.7% |
| 1Y | +19.4% | -13.1% | +32.6% | +23.7% |
| 3Y | +78.9% | -15.0% | +93.9% | +82.5% |
| 5Y | +82.3% | -16.2% | +98.5% | +81.8% |
| All | +82.3% | -15.6% | +98.0% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling