+79.3%
SPYM vs ATI
+328.8%
-249.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.8% |
| 7D | -0.9% | +4.7% | -5.6% | -1.8% |
| 30D | -2.4% | -0.2% | -2.1% | -2.6% |
| 3M | -1.1% | -18.5% | +17.4% | +2.2% |
| 6M | +3.3% | +16.4% | -13.0% | -0.5% |
| YTD | +12.4% | +63.4% | -51.1% | +0.8% |
| 1Y | +12.5% | +91.5% | -79.0% | -2.1% |
| All | +79.3% | +328.8% | -249.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 3y: compounded portfolio wealth divided by compounded ATI 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…
3y analysis · Full analysis span regression · 6 months rolling