+176.6%
ATAT vs SPY
+103.4%
+73.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.7% |
| 7D | -3.5% | +0.5% | -4.1% | -3.9% |
| 30D | -5.7% | -0.9% | -4.8% | -5.0% |
| 3M | +0.5% | +3.9% | -3.4% | -2.7% |
| 6M | -7.3% | +14.5% | -21.8% | -17.4% |
| YTD | -14.2% | +12.9% | -27.1% | -22.6% |
| 1Y | -14.8% | +19.4% | -34.2% | -26.5% |
| 3Y | +91.5% | +78.5% | +13.1% | +10.3% |
| All | +176.6% | +103.4% | +73.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling