+11.6%
ATHS vs SPY
+55.0%
-43.4%
-5.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +0.5% | +0.1% | +0.4% | +0.5% |
| 3M | +1.7% | +2.0% | -0.3% | +1.4% |
| 6M | +4.1% | +13.0% | -8.9% | +2.3% |
| YTD | +3.5% | +13.5% | -10.0% | +1.7% |
| 1Y | +4.0% | +20.0% | -15.9% | +1.4% |
| All | +11.6% | +55.0% | -43.4% | +3.4% |
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