-99.9%
ATYR vs SPY
+335.8%
-435.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +14.0% | -0.6% | +14.6% | +14.8% |
| 30D | -23.2% | -3.7% | -19.5% | -20.1% |
| 3M | -64.3% | -2.7% | -61.5% | -63.1% |
| 6M | -80.0% | +2.2% | -82.2% | -80.3% |
| YTD | -75.9% | +10.8% | -86.7% | -77.8% |
| 1Y | -76.1% | +11.2% | -87.3% | -78.0% |
| 3Y | -83.1% | +76.5% | -159.6% | -90.3% |
| 5Y | -97.7% | +72.9% | -170.7% | -98.7% |
| 10Y | -99.6% | +304.8% | -404.4% | -99.9% |
| All | -99.9% | +335.8% | -435.7% | -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