+2,385.9%
ATLC vs SPY
+308.5%
+2,077.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | -17.8% | +3.3% | -21.1% | -21.7% |
| 30D | -16.3% | -2.7% | -13.6% | -13.5% |
| 3M | -18.6% | -1.7% | -16.8% | -16.8% |
| 6M | +2.2% | +3.1% | -0.9% | -2.5% |
| YTD | +18.4% | +11.9% | +6.6% | +1.9% |
| 1Y | +51.2% | +12.0% | +39.2% | +30.0% |
| 3Y | +157.0% | +78.2% | +78.8% | +23.0% |
| 5Y | +1.1% | +73.2% | -72.1% | -47.9% |
| All | +2,385.9% | +308.5% | +2,077.4% | +565.2% |
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