+978.9%
ATI vs SPY
+758.8%
+220.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.2% |
| 7D | +4.2% | +2.6% | +1.6% | +0.2% |
| 30D | -2.5% | -2.0% | -0.5% | +0.9% |
| 3M | -19.4% | -2.8% | -16.6% | -15.6% |
| 6M | +11.1% | +2.1% | +8.9% | +7.9% |
| YTD | +59.5% | +11.5% | +48.1% | +35.9% |
| 1Y | +85.8% | +13.5% | +72.3% | +54.2% |
| 3Y | +311.9% | +77.7% | +234.2% | +71.9% |
| 5Y | +963.2% | +72.6% | +890.6% | +353.6% |
| 10Y | +977.6% | +308.2% | +669.5% | +27.2% |
| All | +978.9% | +758.8% | +220.1% | -51.0% |
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