+185.6%
ATAT vs SPY
+104.6%
+81.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -1.4% | +0.1% | -1.4% | -1.4% |
| 3M | +2.6% | +2.0% | +0.6% | +0.8% |
| 6M | -4.3% | +13.0% | -17.4% | -13.8% |
| YTD | -11.4% | +13.5% | -24.9% | -20.5% |
| 1Y | -9.5% | +20.0% | -29.5% | -22.2% |
| 3Y | +87.5% | +77.2% | +10.3% | +9.3% |
| All | +185.6% | +104.6% | +81.0% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling