+3,943.9%
ATO vs SPY
+3,034.0%
+909.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +1.8% | +2.6% | -0.8% | +0.4% |
| 30D | +7.5% | -2.0% | +9.5% | +8.5% |
| 3M | +4.4% | -2.8% | +7.1% | +5.6% |
| 6M | -0.9% | +2.1% | -3.0% | -2.5% |
| YTD | +7.0% | +11.5% | -4.5% | +0.3% |
| 1Y | +1.4% | +13.5% | -12.1% | -5.9% |
| 3Y | +70.6% | +77.7% | -7.1% | +22.9% |
| 5Y | +109.1% | +72.6% | +36.5% | +51.2% |
| 10Y | +216.6% | +308.2% | -91.6% | +42.8% |
| All | +3,943.9% | +3,034.0% | +909.9% | +784.9% |
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 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