+1,091.6%
ATI vs SPY
+318.9%
+772.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.8% |
| 7D | -2.7% | -2.0% | -0.7% | +0.2% |
| 30D | -13.5% | -1.7% | -11.9% | -11.4% |
| 3M | +8.5% | +4.7% | +3.8% | +1.6% |
| 6M | +25.2% | +12.5% | +12.7% | +6.1% |
| YTD | +73.4% | +11.7% | +61.7% | +48.5% |
| 1Y | +160.5% | +17.5% | +143.0% | +107.7% |
| 3Y | +347.3% | +76.6% | +270.7% | +99.7% |
| 5Y | +1,049.0% | +82.0% | +966.9% | +382.2% |
| All | +1,091.6% | +318.9% | +772.7% | +7.1% |
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 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