-57.1%
ATS vs SPY
+71.5%
-128.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.2% | +2.0% |
| 7D | -6.5% | +0.1% | -6.6% | -6.8% |
| 30D | +0.5% | -3.3% | +3.8% | +3.9% |
| 3M | -16.0% | -2.4% | -13.6% | -14.0% |
| 6M | -49.9% | +2.6% | -52.4% | -51.3% |
| YTD | -35.6% | +11.2% | -46.8% | -42.4% |
| 1Y | -33.9% | +13.4% | -47.3% | -41.9% |
| 3Y | -50.2% | +79.9% | -130.1% | -70.8% |
| 5Y | -57.1% | +72.2% | -129.3% | -74.8% |
| All | -57.1% | +71.5% | -128.6% | -74.8% |
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