-98.1%
ATYR vs SPY
+67.4%
-165.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.0% | +5.0% |
| 7D | +28.5% | -2.7% | +31.2% | +31.6% |
| 30D | -42.9% | -5.4% | -37.5% | -39.8% |
| 3M | -68.4% | -4.1% | -64.3% | -67.0% |
| 6M | -84.7% | +0.7% | -85.4% | -84.8% |
| YTD | -79.7% | +8.7% | -88.4% | -81.0% |
| 1Y | -79.4% | +10.9% | -90.3% | -81.0% |
| 3Y | -87.6% | +75.0% | -162.6% | -92.3% |
| All | -98.1% | +67.4% | -165.5% | -98.8% |
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