-100.0%
ATCH vs SPY
+103.1%
-203.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.4% | -2.7% | -4.2% |
| 7D | -15.5% | -4.7% | -10.8% | -12.6% |
| 30D | -28.5% | -5.9% | -22.6% | -25.4% |
| 3M | -26.5% | -4.5% | -22.0% | -24.1% |
| 6M | -52.9% | +1.8% | -54.7% | -53.1% |
| YTD | -48.2% | +8.3% | -56.5% | -50.1% |
| 1Y | -61.0% | +9.3% | -70.4% | -62.6% |
| 3Y | -100.0% | +74.9% | -174.8% | -100.0% |
| 5Y | -100.0% | +67.3% | -167.2% | -100.0% |
| All | -100.0% | +103.1% | -203.1% | -100.0% |
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 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