+125.8%
ATMU vs SPY
+93.2%
+32.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -10.6% | +0.1% | -10.7% | -10.7% |
| 3M | +2.5% | +2.0% | +0.5% | +0.2% |
| 6M | -24.0% | +13.0% | -37.0% | -33.8% |
| YTD | -6.6% | +13.5% | -20.1% | -19.1% |
| 1Y | +6.5% | +20.0% | -13.5% | -13.2% |
| 3Y | +110.1% | +77.2% | +32.9% | +11.0% |
| All | +125.8% | +93.2% | +32.6% | +24.4% |
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