+43,330.4%
ATRO vs SPY
+2,945.2%
+40,385.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.4% | -3.6% | -4.3% |
| 7D | -15.9% | -4.7% | -11.2% | -12.4% |
| 30D | -23.5% | -5.9% | -17.6% | -19.4% |
| 3M | -31.4% | -4.5% | -26.9% | -28.5% |
| 6M | -10.2% | +1.8% | -12.0% | -10.8% |
| YTD | +22.2% | +8.3% | +13.8% | +16.0% |
| 1Y | +39.9% | +9.3% | +30.6% | +32.1% |
| 3Y | +312.8% | +74.9% | +238.0% | +171.0% |
| 5Y | +355.4% | +67.3% | +288.1% | +212.8% |
| 10Y | +114.7% | +311.6% | -196.8% | -13.2% |
| All | +43,330.4% | +2,945.2% | +40,385.2% | +10,503.6% |
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 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