+136.0%
ATS vs SPY
+771.3%
-635.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +1.1% |
| 7D | -9.3% | -4.7% | -4.5% | -6.8% |
| 30D | -5.1% | -5.9% | +0.8% | -1.8% |
| 3M | -38.0% | -4.5% | -33.5% | -36.4% |
| 6M | -49.5% | +1.8% | -51.3% | -50.0% |
| YTD | -37.1% | +8.3% | -45.4% | -39.7% |
| 1Y | -41.4% | +9.3% | -50.8% | -44.0% |
| 3Y | -49.7% | +74.9% | -124.5% | -61.4% |
| 5Y | -55.1% | +67.3% | -122.3% | -65.1% |
| 10Y | +109.2% | +311.6% | -202.4% | +19.1% |
| All | +136.0% | +771.3% | -635.3% | +3.3% |
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 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