-99.8%
ATYR vs SPY
+346.5%
-446.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | -8.0% | +0.1% | -8.1% | -8.0% |
| 30D | -6.0% | +0.1% | -6.1% | -5.9% |
| 3M | -3.1% | +2.0% | -5.1% | -4.9% |
| 6M | -48.5% | +13.0% | -61.5% | -53.7% |
| YTD | -36.5% | +13.5% | -50.1% | -43.1% |
| 1Y | -90.9% | +20.0% | -110.9% | -92.5% |
| 3Y | -70.8% | +77.2% | -148.0% | -83.3% |
| 5Y | -90.9% | +81.9% | -172.8% | -95.0% |
| 10Y | -98.8% | +314.1% | -412.8% | -99.8% |
| All | -99.8% | +346.5% | -446.2% | -100.0% |
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