+15.3%
ATHM vs SPY
+312.5%
-297.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | -2.4% | -0.4% | -2.1% | -2.1% |
| 30D | -8.9% | -1.4% | -7.5% | -7.8% |
| 3M | +28.4% | +3.7% | +24.7% | +24.5% |
| 6M | +13.0% | +13.0% | 0.0% | +2.0% |
| YTD | -0.4% | +12.4% | -12.8% | -9.8% |
| 1Y | -24.5% | +18.5% | -43.0% | -34.6% |
| 3Y | -17.8% | +77.6% | -95.5% | -50.8% |
| 5Y | -44.3% | +81.7% | -126.0% | -67.3% |
| 10Y | +15.3% | +319.7% | -304.3% | -72.0% |
| All | +15.3% | +312.5% | -297.2% | -72.0% |
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