+102.9%
ATFV vs SPY
+97.2%
+5.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.7% |
| 7D | -1.4% | -0.8% | -0.6% | -0.4% |
| 30D | -2.9% | -1.1% | -1.8% | -1.5% |
| 3M | +2.4% | +3.9% | -1.5% | -2.3% |
| 6M | +19.2% | +13.6% | +5.6% | +1.6% |
| YTD | +13.4% | +12.7% | +0.8% | -2.1% |
| 1Y | +15.9% | +17.5% | -1.6% | -4.9% |
| 3Y | +159.1% | +76.9% | +82.2% | +29.0% |
| 5Y | +77.3% | +83.6% | -6.2% | -12.9% |
| All | +102.9% | +97.2% | +5.7% | -8.7% |
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