-100.0%
ATCH vs SPY
+112.9%
-212.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +7.3% | +0.1% | +7.3% | +7.3% |
| 3M | -17.4% | +2.0% | -19.4% | -18.2% |
| 6M | -13.2% | +13.0% | -26.3% | -19.2% |
| YTD | -24.3% | +13.5% | -37.8% | -29.6% |
| 1Y | -5.9% | +20.0% | -25.9% | -14.5% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| 5Y | -100.0% | +81.9% | -181.8% | -100.0% |
| All | -100.0% | +112.9% | -212.8% | -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