+54.6%
ATRC vs SPY
+75.1%
-20.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.8% |
| 7D | -4.4% | -2.7% | -1.7% | -1.7% |
| 30D | +9.8% | -5.4% | +15.2% | +15.9% |
| 3M | +48.2% | -4.1% | +52.3% | +54.3% |
| 6M | +109.0% | +0.7% | +108.3% | +106.6% |
| YTD | +48.0% | +8.7% | +39.3% | +35.2% |
| 1Y | +85.8% | +10.9% | +75.0% | +66.2% |
| 3Y | +54.6% | +75.0% | -20.4% | -40.9% |
| All | +54.6% | +75.1% | -20.5% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling