+601.6%
ATRO vs SPY
+82.0%
+519.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.8% |
| 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% | +7.2% |
| 6M | +20.5% | +13.0% | +7.5% | +4.9% |
| YTD | +76.2% | +13.5% | +62.6% | +52.7% |
| 1Y | +144.6% | +20.0% | +124.7% | +99.1% |
| 3Y | +442.9% | +77.2% | +365.7% | +182.6% |
| All | +601.6% | +82.0% | +519.5% | +250.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling