+818.1%
SPYM vs ATI
+663.4%
+154.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 6M | +3.3% | +16.4% | -13.0% | -0.6% |
| YTD | +12.4% | +63.4% | -51.1% | +0.7% |
| 1Y | +12.5% | +91.5% | -79.0% | -2.2% |
| 3Y | +79.1% | +329.2% | -250.1% | +29.2% |
| 5Y | +75.7% | +966.7% | -891.0% | +3.9% |
| 10Y | +313.9% | +1,003.8% | -689.9% | +113.9% |
| All | +818.1% | +663.4% | +154.6% | +339.8% |
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