+554.1%
ATLC vs SPY
+802.1%
-248.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -1.0% |
| 7D | -19.5% | -0.9% | -18.6% | -19.0% |
| 30D | -15.1% | -2.4% | -12.7% | -12.7% |
| 3M | -14.1% | -1.2% | -12.9% | -12.9% |
| 6M | -0.7% | +3.3% | -4.0% | -5.4% |
| YTD | +20.0% | +12.3% | +7.7% | +3.0% |
| 1Y | +55.4% | +12.4% | +42.9% | +33.4% |
| 3Y | +160.3% | +78.8% | +81.5% | +24.3% |
| 5Y | -2.6% | +75.2% | -77.8% | -49.7% |
| 10Y | +2,524.8% | +311.1% | +2,213.7% | +344.4% |
| All | +554.1% | +802.1% | -248.0% | -53.6% |
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