+113.9%
ATLO vs SPY
+78.1%
+35.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -0.1% | +2.6% | -2.7% | -1.5% |
| 30D | +6.3% | -2.0% | +8.3% | +7.4% |
| 3M | +7.4% | -2.8% | +10.1% | +8.9% |
| 6M | +24.0% | +2.1% | +21.9% | +22.1% |
| YTD | +51.2% | +11.5% | +39.7% | +40.7% |
| 1Y | +64.3% | +13.5% | +50.8% | +51.2% |
| 3Y | +113.9% | +77.7% | +36.2% | +19.9% |
| All | +113.9% | +78.1% | +35.8% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling