+469.5%
ATRO vs SPY
+77.4%
+392.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -1.1% | +0.1% | -1.2% | -1.0% |
| 3M | +9.4% | +2.0% | +7.4% | +6.9% |
| 6M | +20.5% | +13.0% | +7.5% | +3.4% |
| YTD | +76.2% | +13.5% | +62.6% | +50.5% |
| 1Y | +144.6% | +20.0% | +124.7% | +95.6% |
| All | +469.5% | +77.4% | +392.1% | +153.6% |
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