-98.9%
ATYR vs SPY
+312.5%
-411.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.0% |
| 7D | -7.7% | -0.4% | -7.3% | -7.3% |
| 30D | -14.0% | -1.4% | -12.6% | -12.7% |
| 3M | -0.2% | +3.7% | -3.9% | -3.4% |
| 6M | -49.4% | +13.0% | -62.4% | -54.2% |
| YTD | -41.9% | +12.4% | -54.3% | -46.9% |
| 1Y | -91.4% | +18.5% | -110.0% | -92.7% |
| 3Y | -72.6% | +77.6% | -150.2% | -83.4% |
| 5Y | -91.8% | +81.7% | -173.5% | -95.2% |
| 10Y | -98.9% | +319.7% | -418.6% | -99.7% |
| All | -98.9% | +312.5% | -411.5% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling