+36.3%
ATLCL vs SPY
+73.3%
-36.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.2% | +3.3% | -3.1% | -0.4% |
| 30D | +0.3% | -2.7% | +2.9% | +0.7% |
| 3M | +1.2% | -1.7% | +3.0% | +1.5% |
| 6M | +3.1% | +3.1% | 0.0% | +2.4% |
| YTD | +7.5% | +11.9% | -4.4% | +5.0% |
| 1Y | +7.5% | +12.0% | -4.5% | +5.0% |
| 3Y | +32.8% | +78.2% | -45.4% | +15.4% |
| All | +36.3% | +73.3% | -36.9% | +15.7% |
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