-99.5%
ATER vs SPY
+197.0%
-296.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | +60.1% | +0.1% | +60.0% | +60.1% |
| 30D | +23.7% | +0.1% | +23.7% | +23.9% |
| 3M | -42.0% | +2.0% | -44.0% | -42.9% |
| 6M | +11.6% | +13.0% | -1.4% | -3.6% |
| YTD | -10.1% | +13.5% | -23.6% | -22.5% |
| 1Y | -34.2% | +20.0% | -54.2% | -46.7% |
| 3Y | -85.4% | +77.2% | -162.6% | -92.5% |
| 5Y | -99.2% | +81.9% | -181.1% | -99.6% |
| All | -99.5% | +197.0% | -296.4% | -99.8% |
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