+2,551.0%
ATLC vs SPY
+315.0%
+2,236.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.4% | -13.4% | -14.3% |
| 7D | -12.9% | +0.1% | -13.0% | -13.4% |
| 30D | -13.5% | -3.3% | -10.1% | -9.7% |
| 3M | -18.9% | -2.4% | -16.5% | -16.3% |
| 6M | -4.4% | +2.6% | -6.9% | -8.1% |
| YTD | +21.2% | +11.2% | +9.9% | +5.0% |
| 1Y | +50.2% | +13.4% | +36.8% | +26.8% |
| 3Y | +165.7% | +79.9% | +85.8% | +25.6% |
| 5Y | -4.4% | +72.2% | -76.6% | -50.3% |
| 10Y | +2,551.0% | +307.3% | +2,243.7% | +622.9% |
| All | +2,551.0% | +315.0% | +2,236.0% | +622.9% |
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