+413.0%
ATLO vs SPY
+764.8%
-351.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.8% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +8.8% | -3.3% | +12.1% | +11.5% |
| 3M | +10.4% | -2.4% | +12.8% | +12.2% |
| 6M | +21.6% | +2.6% | +19.0% | +18.6% |
| YTD | +52.8% | +11.2% | +41.6% | +39.9% |
| 1Y | +67.9% | +13.4% | +54.5% | +51.3% |
| 3Y | +116.3% | +79.9% | +36.4% | +35.6% |
| 5Y | +72.7% | +72.2% | +0.5% | +8.0% |
| 10Y | +83.9% | +307.3% | -223.4% | -41.7% |
| All | +413.0% | +764.8% | -351.7% | -9.2% |
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