+4,325.7%
ATR vs SPY
+2,949.0%
+1,376.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | +3.9% | -2.7% | +6.6% | +5.8% |
| 30D | +18.3% | -5.4% | +23.7% | +22.7% |
| 3M | +4.9% | -4.1% | +9.0% | +7.7% |
| 6M | +16.6% | +0.7% | +15.9% | +15.4% |
| YTD | +18.2% | +8.7% | +9.5% | +10.9% |
| 1Y | +24.1% | +10.9% | +13.2% | +14.7% |
| 3Y | +17.9% | +75.0% | -57.1% | -21.6% |
| 5Y | +15.4% | +67.8% | -52.4% | -21.5% |
| 10Y | +126.9% | +312.9% | -186.0% | -19.5% |
| All | +4,325.7% | +2,949.0% | +1,376.7% | +584.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling