+150.9%
ATRO vs SPY
+307.0%
-156.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.7% |
| 7D | +7.8% | +2.6% | +5.2% | +3.9% |
| 30D | -5.0% | -2.0% | -3.0% | -2.0% |
| 3M | -36.3% | -2.8% | -33.6% | -33.4% |
| 6M | -7.8% | +2.1% | -9.9% | -9.6% |
| YTD | +36.2% | +11.5% | +24.7% | +18.7% |
| 1Y | +50.2% | +13.5% | +36.7% | +28.0% |
| 3Y | +399.5% | +77.7% | +321.8% | +124.0% |
| 5Y | +422.5% | +72.6% | +349.9% | +144.7% |
| All | +150.9% | +307.0% | -156.1% | -65.3% |
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