-99.5%
ATYR vs SPY
+315.0%
-414.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.4% | +2.4% | +17.0% | +17.2% |
| 7D | +20.5% | +0.1% | +20.4% | +20.5% |
| 30D | -23.0% | -3.3% | -19.6% | -20.5% |
| 3M | -62.9% | -2.4% | -60.5% | -62.0% |
| 6M | -80.0% | +2.6% | -82.5% | -80.3% |
| YTD | -75.8% | +11.2% | -87.0% | -77.6% |
| 1Y | -76.8% | +13.4% | -90.2% | -78.9% |
| 3Y | -83.5% | +79.9% | -163.4% | -90.0% |
| 5Y | -97.8% | +72.2% | -170.0% | -98.6% |
| 10Y | -99.5% | +307.3% | -406.9% | -99.9% |
| All | -99.5% | +315.0% | -414.6% | -99.9% |
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