+1,005.0%
ATI vs SPY
+765.0%
+240.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +0.6% |
| 7D | +4.7% | -0.9% | +5.6% | +6.4% |
| 30D | -0.2% | -2.4% | +2.1% | +3.9% |
| 3M | -18.5% | -1.2% | -17.3% | -16.8% |
| 6M | +16.4% | +3.3% | +13.1% | +11.1% |
| YTD | +63.4% | +12.3% | +51.1% | +37.7% |
| 1Y | +91.5% | +12.4% | +79.1% | +61.2% |
| 3Y | +329.2% | +78.8% | +250.4% | +77.4% |
| 5Y | +966.7% | +75.2% | +891.6% | +344.4% |
| 10Y | +1,003.8% | +311.1% | +692.7% | +28.8% |
| All | +1,005.0% | +765.0% | +240.0% | -50.4% |
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