+213.1%
ATMP vs SPY
+522.6%
-309.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +5.6% | +0.1% | +5.6% | +5.5% |
| 3M | +6.7% | +2.0% | +4.7% | +4.3% |
| 6M | +11.0% | +13.0% | -2.0% | -1.3% |
| YTD | +32.9% | +13.5% | +19.3% | +17.4% |
| 1Y | +34.9% | +20.0% | +15.0% | +13.2% |
| 3Y | +104.0% | +77.2% | +26.8% | +17.3% |
| 5Y | +209.6% | +81.9% | +127.7% | +71.1% |
| 10Y | +190.2% | +314.1% | -123.8% | -28.5% |
| All | +213.1% | +522.6% | -309.5% | -43.5% |
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