+185.2%
ATO vs SPY
+318.9%
-133.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.5% | -2.0% | -0.6% | -1.5% |
| 30D | -2.0% | -1.7% | -0.4% | -1.2% |
| 3M | -2.0% | +4.7% | -6.8% | -4.6% |
| 6M | -9.1% | +12.5% | -21.6% | -15.0% |
| YTD | 0.0% | +11.7% | -11.7% | -6.2% |
| 1Y | +2.9% | +17.5% | -14.6% | -6.4% |
| 3Y | +55.2% | +76.6% | -21.3% | +9.4% |
| 5Y | +100.3% | +82.0% | +18.3% | +36.1% |
| All | +185.2% | +318.9% | -133.7% | +3.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling