+40.9%
ATGL vs SPY
+91.4%
-50.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.7% |
| 7D | -16.2% | +0.1% | -16.3% | -16.3% |
| 30D | -16.2% | +0.1% | -16.3% | -16.2% |
| 3M | -57.2% | +2.0% | -59.2% | -58.0% |
| 6M | -62.9% | +13.0% | -75.9% | -66.8% |
| YTD | -70.4% | +13.5% | -83.9% | -73.4% |
| 1Y | -81.2% | +20.0% | -101.2% | -84.2% |
| All | +40.9% | +91.4% | -50.5% | -60.5% |
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