+218.0%
ATRC vs SPY
+315.0%
-97.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -3.8% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +3.5% | -3.3% | +6.9% | +7.3% |
| 3M | +39.6% | -2.4% | +42.0% | +43.2% |
| 6M | +119.9% | +2.6% | +117.3% | +113.0% |
| YTD | +46.1% | +11.2% | +34.8% | +29.3% |
| 1Y | +80.3% | +13.4% | +66.9% | +56.5% |
| 3Y | +62.9% | +79.9% | -17.0% | -14.0% |
| 5Y | -29.1% | +72.2% | -101.3% | -60.2% |
| 10Y | +218.0% | +307.3% | -89.3% | -23.8% |
| All | +218.0% | +315.0% | -97.0% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling