+3,857.0%
ATR vs SPY
+3,085.8%
+771.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -6.8% | +0.1% | -6.9% | -6.9% |
| 3M | +13.6% | +2.0% | +11.6% | +11.7% |
| 6M | -6.3% | +13.0% | -19.3% | -14.2% |
| YTD | +5.7% | +13.5% | -7.9% | -3.6% |
| 1Y | -6.6% | +20.0% | -26.6% | -18.2% |
| 3Y | -0.1% | +77.2% | -77.3% | -34.0% |
| 5Y | +0.7% | +81.9% | -81.2% | -35.1% |
| 10Y | +83.8% | +314.1% | -230.3% | -34.8% |
| All | +3,857.0% | +3,085.8% | +771.2% | +495.2% |
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