+79.3%
ATR vs SPY
+311.3%
-232.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | -5.0% | +0.5% | -5.6% | -5.4% |
| 30D | -8.2% | -0.9% | -7.2% | -7.6% |
| 3M | +11.5% | +3.9% | +7.6% | +8.3% |
| 6M | -5.2% | +14.5% | -19.7% | -14.0% |
| YTD | +3.1% | +12.9% | -9.8% | -5.6% |
| 1Y | -8.7% | +19.4% | -28.1% | -19.9% |
| 3Y | +3.2% | +78.5% | -75.3% | -32.5% |
| 5Y | +1.5% | +81.8% | -80.3% | -35.0% |
| 10Y | +79.3% | +311.5% | -232.3% | -40.3% |
| All | +79.3% | +311.3% | -232.1% | -40.3% |
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 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