-11.7%
ATHM vs SPY
+420.9%
-432.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -5.9% | +3.3% | -9.1% | -8.7% |
| 30D | +5.8% | -2.7% | +8.5% | +8.2% |
| 3M | -6.2% | -1.7% | -4.5% | -5.1% |
| 6M | +18.6% | +3.1% | +15.5% | +14.9% |
| YTD | +0.2% | +11.9% | -11.7% | -9.8% |
| 1Y | -10.5% | +12.0% | -22.5% | -19.6% |
| 3Y | -7.5% | +78.2% | -85.7% | -47.2% |
| 5Y | -33.7% | +73.2% | -106.9% | -61.1% |
| 10Y | +16.0% | +309.6% | -293.6% | -74.4% |
| All | -11.7% | +420.9% | -432.6% | -88.2% |
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