+1,088.8%
ATI vs SPY
+81.8%
+1,007.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -0.9% |
| 7D | +3.2% | +0.5% | +2.6% | +2.5% |
| 30D | -9.0% | -0.9% | -8.1% | -7.9% |
| 3M | +15.1% | +3.9% | +11.2% | +9.9% |
| 6M | +38.1% | +14.5% | +23.6% | +17.6% |
| YTD | +80.7% | +12.9% | +67.7% | +56.4% |
| 1Y | +167.5% | +19.4% | +148.1% | +117.2% |
| 3Y | +366.0% | +78.5% | +287.5% | +145.9% |
| 5Y | +1,088.8% | +81.8% | +1,007.0% | +492.7% |
| All | +1,088.8% | +81.8% | +1,007.0% | +492.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling