+3,935.2%
ATO vs SPY
+3,045.4%
+889.7%
-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% | +0.5% | +0.3% |
| 7D | +0.5% | +3.3% | -2.8% | -1.2% |
| 30D | +7.6% | -2.7% | +10.3% | +8.9% |
| 3M | +4.4% | -1.7% | +6.1% | +5.1% |
| 6M | -2.2% | +3.1% | -5.3% | -4.2% |
| YTD | +6.8% | +11.9% | -5.1% | -0.1% |
| 1Y | +1.2% | +12.0% | -10.8% | -5.4% |
| 3Y | +69.8% | +78.2% | -8.4% | +22.2% |
| 5Y | +108.6% | +73.2% | +35.4% | +50.6% |
| 10Y | +215.9% | +309.6% | -93.7% | +42.3% |
| All | +3,935.2% | +3,045.4% | +889.7% | +781.3% |
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