+265.9%
ATRC vs SPY
+817.3%
-551.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +6.1% | +0.1% | +6.0% | +6.1% |
| 30D | +31.0% | +0.1% | +30.9% | +30.9% |
| 3M | +88.9% | +2.0% | +86.9% | +85.4% |
| 6M | +66.2% | +13.0% | +53.2% | +50.4% |
| YTD | +30.2% | +13.5% | +16.7% | +17.3% |
| 1Y | +44.5% | +20.0% | +24.5% | +24.8% |
| 3Y | +12.7% | +77.2% | -64.5% | -27.4% |
| 5Y | -32.5% | +81.9% | -114.4% | -56.5% |
| 10Y | +224.2% | +314.1% | -89.8% | +24.9% |
| All | +265.9% | +817.3% | -551.4% | -4.4% |
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