+82.1%
ATLO vs SPY
+305.4%
-223.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +1.2% | -2.7% | +3.9% | +3.2% |
| 30D | +6.3% | -5.4% | +11.7% | +10.6% |
| 3M | +8.7% | -4.1% | +12.8% | +11.8% |
| 6M | +20.4% | +0.7% | +19.7% | +19.1% |
| YTD | +51.3% | +8.7% | +42.7% | +41.2% |
| 1Y | +66.4% | +10.9% | +55.6% | +52.8% |
| 3Y | +114.3% | +75.0% | +39.3% | +37.4% |
| 5Y | +73.6% | +67.8% | +5.8% | +12.8% |
| All | +82.1% | +305.4% | -223.3% | -51.4% |
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