+228.8%
ATRC vs SPY
+312.5%
-83.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | +0.8% | -0.4% | +1.2% | +1.2% |
| 30D | +27.4% | -1.4% | +28.7% | +29.2% |
| 3M | +94.2% | +3.7% | +90.5% | +86.0% |
| 6M | +80.4% | +13.0% | +67.4% | +57.1% |
| YTD | +34.0% | +12.4% | +21.7% | +17.3% |
| 1Y | +46.9% | +18.5% | +28.3% | +21.4% |
| 3Y | +27.4% | +77.6% | -50.2% | -32.0% |
| 5Y | -30.7% | +81.7% | -112.4% | -63.2% |
| 10Y | +228.8% | +319.7% | -90.9% | -33.1% |
| All | +228.8% | +312.5% | -83.7% | -33.1% |
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 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