+122.1%
ATR vs SPY
+307.0%
-184.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.2% |
| 7D | +0.8% | +2.6% | -1.8% | -1.0% |
| 30D | +19.4% | -2.0% | +21.4% | +20.8% |
| 3M | +8.3% | -2.8% | +11.1% | +10.1% |
| 6M | +22.2% | +2.1% | +20.1% | +19.8% |
| YTD | +19.1% | +11.5% | +7.6% | +9.7% |
| 1Y | +20.8% | +13.5% | +7.4% | +9.9% |
| 3Y | +19.5% | +77.7% | -58.2% | -21.7% |
| 5Y | +16.3% | +72.6% | -56.3% | -22.8% |
| All | +122.1% | +307.0% | -184.9% | -18.0% |
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 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