+116.8%
ATMU vs SPY
+91.2%
+25.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.6% |
| 7D | -1.8% | -0.4% | -1.5% | -1.4% |
| 30D | -6.3% | -1.4% | -5.0% | -4.8% |
| 3M | -3.9% | +3.7% | -7.6% | -7.8% |
| 6M | -20.1% | +13.0% | -33.1% | -30.4% |
| YTD | -10.3% | +12.4% | -22.7% | -21.4% |
| 1Y | +2.6% | +18.5% | -15.9% | -15.2% |
| 3Y | +107.0% | +77.6% | +29.3% | +10.1% |
| All | +116.8% | +91.2% | +25.6% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling