+1,141.3%
ATI vs SPY
+774.6%
+366.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +2.7% | +0.1% | +2.6% | +2.6% |
| 3M | +16.3% | +2.0% | +14.3% | +12.9% |
| 6M | +30.2% | +13.0% | +17.2% | +8.5% |
| YTD | +83.6% | +13.5% | +70.0% | +51.7% |
| 1Y | +173.0% | +20.0% | +153.0% | +107.5% |
| 3Y | +356.6% | +77.2% | +279.5% | +91.2% |
| 5Y | +1,074.2% | +81.9% | +992.3% | +360.4% |
| 10Y | +1,136.2% | +314.1% | +822.2% | +43.5% |
| All | +1,141.3% | +774.6% | +366.6% | -45.3% |
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