+173.9%
ATMP vs SPY
+312.9%
-138.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -9.8% | -2.7% | -7.1% | -7.8% |
| 30D | -4.3% | -5.4% | +1.1% | -0.1% |
| 3M | -6.2% | -4.1% | -2.1% | -3.3% |
| 6M | -1.5% | +0.7% | -2.2% | -3.0% |
| YTD | +19.5% | +8.7% | +10.9% | +9.7% |
| 1Y | +25.0% | +10.9% | +14.1% | +12.6% |
| 3Y | +79.4% | +75.0% | +4.4% | +5.4% |
| 5Y | +158.3% | +67.8% | +90.5% | +56.1% |
| All | +173.9% | +312.9% | -138.9% | -30.2% |
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 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