+59.1%
ATLC vs SPY
+12.3%
+46.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.4% | -13.4% | -14.4% |
| 7D | -12.9% | +0.1% | -13.0% | -13.2% |
| 30D | -13.5% | -3.3% | -10.1% | -8.7% |
| 3M | -18.9% | -2.4% | -16.5% | -15.5% |
| 6M | -4.4% | +2.6% | -6.9% | -8.9% |
| YTD | +21.2% | +11.2% | +9.9% | -0.2% |
| All | +59.1% | +12.3% | +46.7% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling