+90.7%
ATGL vs SPY
+83.2%
+7.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.6% | -7.6% |
| 7D | -21.3% | -2.7% | -18.6% | -19.3% |
| 30D | +74.8% | -5.4% | +80.2% | +83.2% |
| 3M | +11.9% | -4.1% | +16.0% | +15.8% |
| 6M | -47.9% | +0.7% | -48.6% | -48.4% |
| YTD | -59.9% | +8.7% | -68.6% | -62.7% |
| 1Y | -49.9% | +10.9% | -60.8% | -54.6% |
| 3Y | +19.9% | +75.0% | -55.1% | -59.4% |
| All | +90.7% | +83.2% | +7.5% | -44.7% |
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 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