-58.1%
ATCH vs SPY
+14.6%
-72.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | -1.5% |
| 7D | -10.1% | -0.7% | -9.4% | -8.6% |
| 30D | -21.2% | -1.0% | -20.1% | -19.3% |
| 3M | -23.3% | -0.3% | -23.0% | -22.8% |
| 6M | -52.0% | +7.3% | -59.3% | -58.8% |
| YTD | -44.1% | +13.3% | -57.4% | -57.7% |
| 1Y | -58.1% | +14.8% | -72.9% | -69.3% |
| All | -58.1% | +14.6% | -72.8% | -69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling