-97.0%
ATRA vs SPY
+399.9%
-496.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.4% |
| 7D | -1.2% | -0.6% | -0.6% | -0.3% |
| 30D | -14.6% | -3.7% | -10.9% | -9.0% |
| 3M | -5.9% | -2.7% | -3.2% | -1.7% |
| 6M | -2.9% | +2.2% | -5.1% | -7.0% |
| YTD | -55.2% | +10.8% | -66.1% | -62.7% |
| 1Y | -34.1% | +11.2% | -45.4% | -45.6% |
| 3Y | +40.9% | +76.5% | -35.6% | -46.2% |
| 5Y | -98.1% | +72.9% | -171.1% | -99.1% |
| 10Y | -98.3% | +304.8% | -403.1% | -99.8% |
| All | -97.0% | +399.9% | -496.9% | -99.7% |
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