-100.0%
ATPC vs SPY
+70.2%
-170.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -4.4% | -9.0% | -14.0% |
| 7D | -20.1% | -4.7% | -15.4% | -20.9% |
| 30D | -38.0% | -5.9% | -32.1% | -38.9% |
| 3M | -48.4% | -4.5% | -43.9% | -48.9% |
| 6M | -54.6% | +1.8% | -56.4% | -53.8% |
| YTD | -75.9% | +8.3% | -84.2% | -73.9% |
| 1Y | -97.9% | +9.3% | -107.2% | -97.6% |
| 3Y | -99.9% | +74.9% | -174.7% | -99.8% |
| All | -100.0% | +70.2% | -170.1% | -100.0% |
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