-96.3%
ATRA vs SPY
+412.2%
-508.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.1% |
| 7D | +6.1% | +0.1% | +6.0% | +5.9% |
| 30D | +14.3% | +0.1% | +14.2% | +14.1% |
| 3M | -5.0% | +2.0% | -7.0% | -8.4% |
| 6M | +81.1% | +13.0% | +68.1% | +46.6% |
| YTD | -46.0% | +13.5% | -59.6% | -56.8% |
| 1Y | -23.7% | +20.0% | -43.7% | -44.2% |
| 3Y | -74.8% | +77.2% | -152.0% | -89.9% |
| 5Y | -97.5% | +81.9% | -179.4% | -98.9% |
| 10Y | -98.0% | +314.1% | -412.1% | -99.8% |
| All | -96.3% | +412.2% | -508.5% | -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