+310.4%
ATRC vs SPY
+798.7%
-488.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -3.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +3.5% | -3.3% | +6.9% | +6.4% |
| 3M | +39.6% | -2.4% | +42.0% | +42.3% |
| 6M | +119.9% | +2.6% | +117.3% | +115.0% |
| YTD | +46.1% | +11.2% | +34.8% | +33.8% |
| 1Y | +80.3% | +13.4% | +66.9% | +62.8% |
| 3Y | +62.9% | +79.9% | -17.0% | +3.8% |
| 5Y | -29.1% | +72.2% | -101.3% | -52.5% |
| 10Y | +218.0% | +307.3% | -89.3% | +24.0% |
| All | +310.4% | +798.7% | -488.3% | +9.0% |
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