+2,985.9%
ATLC vs SPY
+311.3%
+2,674.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.5% |
| 7D | +5.1% | +0.5% | +4.6% | +4.4% |
| 30D | -6.2% | -0.9% | -5.3% | -4.8% |
| 3M | +9.2% | +3.9% | +5.3% | +3.5% |
| 6M | +71.2% | +14.5% | +56.6% | +42.8% |
| YTD | +40.1% | +12.9% | +27.2% | +19.6% |
| 1Y | +37.8% | +19.4% | +18.4% | +9.2% |
| 3Y | +187.2% | +78.5% | +108.8% | +38.5% |
| 5Y | +67.6% | +81.8% | -14.1% | -17.5% |
| 10Y | +2,985.9% | +311.5% | +2,674.3% | +749.1% |
| All | +2,985.9% | +311.3% | +2,674.5% | +749.1% |
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