+811.4%
SPYM vs ATI
+645.4%
+166.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.3% |
| 7D | +2.6% | +4.2% | -1.6% | +1.7% |
| 30D | -2.0% | -2.5% | +0.5% | -1.8% |
| 3M | -2.8% | -19.4% | +16.6% | +0.8% |
| 6M | +2.2% | +11.1% | -8.9% | -0.8% |
| YTD | +11.5% | +59.5% | -48.0% | +0.4% |
| 1Y | +13.5% | +85.8% | -72.3% | -0.8% |
| 3Y | +78.0% | +311.9% | -233.9% | +29.4% |
| 5Y | +73.1% | +963.2% | -890.1% | +2.4% |
| 10Y | +310.9% | +977.6% | -666.8% | +113.3% |
| All | +811.4% | +645.4% | +166.0% | +338.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling