+118.2%
ATR vs SPY
+315.0%
-196.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | -0.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +19.7% | -3.3% | +23.1% | +22.3% |
| 3M | +6.4% | -2.4% | +8.9% | +7.9% |
| 6M | +19.5% | +2.6% | +17.0% | +16.8% |
| YTD | +19.5% | +11.2% | +8.3% | +10.3% |
| 1Y | +25.4% | +13.4% | +12.0% | +14.1% |
| 3Y | +20.1% | +79.9% | -59.8% | -22.0% |
| 5Y | +17.7% | +72.2% | -54.5% | -21.7% |
| 10Y | +118.2% | +307.3% | -189.2% | -17.6% |
| All | +118.2% | +315.0% | -196.9% | -17.6% |
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