+199.9%
SPYM vs ALC
+24.0%
+175.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | +0.1% | -2.1% | +2.2% | +0.9% |
| 30D | +0.1% | -0.1% | +0.2% | 0.0% |
| 3M | +2.0% | +5.9% | -3.9% | -0.6% |
| 6M | +13.1% | -15.9% | +29.0% | +19.8% |
| YTD | +13.6% | -10.1% | +23.7% | +16.9% |
| 1Y | +20.1% | -10.2% | +30.3% | +23.2% |
| 3Y | +77.6% | -13.6% | +91.1% | +80.3% |
| 5Y | +82.5% | -15.1% | +97.7% | +83.2% |
| All | +199.9% | +24.0% | +175.9% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling