+788.7%
SPYM vs ALK
+406.6%
+382.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.7% | +9.0% | -11.7% | -4.4% |
| 30D | -5.4% | -1.6% | -3.7% | -5.3% |
| 3M | -4.1% | -23.2% | +19.1% | +0.5% |
| 6M | +0.8% | -3.9% | +4.6% | +0.3% |
| YTD | +8.8% | -22.6% | +31.3% | +11.8% |
| 1Y | +11.0% | -5.3% | +16.3% | +9.4% |
| 3Y | +75.5% | +18.6% | +56.9% | +60.1% |
| 5Y | +68.4% | -34.4% | +102.8% | +69.9% |
| 10Y | +316.1% | -40.8% | +356.9% | +296.1% |
| All | +788.7% | +406.6% | +382.1% | +433.2% |
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