+828.4%
SPYM vs ALK
+446.9%
+381.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +0.1% | -19.2% | +19.3% | +4.1% |
| 3M | +2.0% | -1.5% | +3.6% | +1.7% |
| 6M | +13.1% | -13.1% | +26.1% | +14.5% |
| YTD | +13.6% | -16.4% | +30.0% | +15.4% |
| 1Y | +20.1% | -33.1% | +53.1% | +26.8% |
| 3Y | +77.6% | +0.6% | +76.9% | +67.7% |
| 5Y | +82.5% | -26.4% | +108.9% | +80.3% |
| 10Y | +317.6% | -34.2% | +351.7% | +290.7% |
| All | +828.4% | +446.9% | +381.5% | +450.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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