+126.4%
ATR vs SPY
+311.8%
-185.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.6% |
| 7D | -2.6% | -0.9% | -1.7% | -2.0% |
| 30D | +20.3% | -2.4% | +22.6% | +22.0% |
| 3M | +6.2% | -1.2% | +7.3% | +6.7% |
| 6M | +19.7% | +3.3% | +16.4% | +16.4% |
| YTD | +18.7% | +12.3% | +6.4% | +8.8% |
| 1Y | +22.4% | +12.4% | +9.9% | +12.0% |
| 3Y | +17.9% | +78.8% | -60.9% | -23.0% |
| 5Y | +17.3% | +75.2% | -57.8% | -22.9% |
| 10Y | +126.4% | +311.1% | -184.7% | -16.6% |
| All | +126.4% | +311.8% | -185.3% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling