+642.9%
ATLC vs SPY
+773.0%
-130.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.8% |
| 7D | -2.4% | -2.7% | +0.3% | +1.2% |
| 30D | -3.6% | -5.4% | +1.8% | +4.0% |
| 3M | -18.4% | -4.1% | -14.3% | -13.5% |
| 6M | +17.2% | +0.7% | +16.5% | +16.1% |
| YTD | +36.3% | +8.7% | +27.6% | +22.9% |
| 1Y | +62.5% | +10.9% | +51.6% | +42.6% |
| 3Y | +195.3% | +75.0% | +120.3% | +46.0% |
| 5Y | +6.8% | +67.8% | -61.0% | -41.3% |
| 10Y | +2,742.1% | +312.9% | +2,429.2% | +380.4% |
| All | +642.9% | +773.0% | -130.0% | -44.6% |
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