-97.0%
ATRA vs SPY
+404.7%
-501.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.1% |
| 7D | -0.4% | +3.3% | -3.7% | -5.6% |
| 30D | -14.8% | -2.7% | -12.1% | -10.8% |
| 3M | -14.0% | -1.7% | -12.3% | -11.7% |
| 6M | -19.2% | +3.1% | -22.2% | -23.7% |
| YTD | -56.2% | +11.9% | -68.1% | -64.1% |
| 1Y | -36.4% | +12.0% | -48.4% | -48.0% |
| 3Y | +37.9% | +78.2% | -40.3% | -48.1% |
| 5Y | -98.2% | +73.2% | -171.4% | -99.2% |
| 10Y | -98.4% | +309.6% | -408.1% | -99.8% |
| All | -97.0% | +404.7% | -501.7% | -99.8% |
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