+14.9%
ATGL vs SPY
+79.4%
-64.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.9% | -5.5% |
| 7D | -3.6% | -0.9% | -2.7% | -3.0% |
| 30D | +106.0% | -2.4% | +108.4% | +109.6% |
| 3M | +7.6% | -1.2% | +8.7% | +8.2% |
| 6M | -43.6% | +3.3% | -46.9% | -45.1% |
| YTD | -55.8% | +12.3% | -68.1% | -59.6% |
| 1Y | -41.4% | +12.4% | -53.9% | -46.6% |
| All | +14.9% | +79.4% | -64.5% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling