-97.3%
ATRA vs SPY
+81.8%
-179.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.4% | +5.9% |
| 7D | +13.4% | +0.5% | +12.9% | +12.2% |
| 30D | +21.1% | -0.9% | +22.0% | +23.0% |
| 3M | +6.8% | +3.9% | +2.9% | -1.3% |
| 6M | +97.9% | +14.5% | +83.3% | +51.1% |
| YTD | -43.4% | +12.9% | -56.4% | -55.8% |
| 1Y | -16.0% | +19.4% | -35.4% | -40.9% |
| 3Y | -73.3% | +78.5% | -151.7% | -91.4% |
| 5Y | -97.3% | +81.8% | -179.0% | -99.1% |
| All | -97.3% | +81.8% | -179.0% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling