+17.9%
ATR vs SPY
+75.1%
-57.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +3.9% | -2.7% | +6.6% | +5.4% |
| 30D | +18.3% | -5.4% | +23.7% | +21.9% |
| 3M | +4.9% | -4.1% | +9.0% | +7.2% |
| 6M | +16.6% | +0.7% | +15.9% | +15.3% |
| YTD | +18.2% | +8.7% | +9.5% | +11.2% |
| 1Y | +24.1% | +10.9% | +13.2% | +15.1% |
| 3Y | +17.9% | +75.0% | -57.1% | -20.3% |
| All | +17.9% | +75.1% | -57.1% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling