-9.6%
ATHM vs SPY
+428.6%
-438.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.6% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -4.1% | +0.1% | -4.2% | -4.2% |
| 3M | +30.0% | +2.0% | +28.0% | +27.7% |
| 6M | +27.1% | +13.0% | +14.0% | +13.7% |
| YTD | +2.5% | +13.5% | -11.0% | -8.7% |
| 1Y | -20.2% | +20.0% | -40.2% | -32.5% |
| 3Y | -13.1% | +77.2% | -90.3% | -49.9% |
| 5Y | -42.6% | +81.9% | -124.5% | -67.8% |
| 10Y | +11.3% | +314.1% | -302.7% | -75.5% |
| All | -9.6% | +428.6% | -438.2% | -88.1% |
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