-48.4%
ATGL vs SPY
+12.3%
-60.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.6% | -2.3% |
| 7D | -18.4% | +0.1% | -18.5% | -18.1% |
| 30D | +81.8% | -3.3% | +85.1% | +81.3% |
| 3M | -1.8% | -2.4% | +0.6% | -2.0% |
| 6M | -54.4% | +2.6% | -57.0% | -53.3% |
| YTD | -60.8% | +11.2% | -72.1% | -58.2% |
| All | -48.4% | +12.3% | -60.8% | -41.9% |
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