-62.2%
ATAI vs SPY
+96.1%
-158.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.2% |
| 7D | -0.5% | -0.8% | +0.2% | +0.5% |
| 30D | +1.7% | -1.1% | +2.7% | +3.0% |
| 3M | +93.4% | +3.9% | +89.6% | +81.6% |
| 6M | +81.0% | +13.6% | +67.4% | +50.1% |
| YTD | +79.7% | +12.7% | +67.0% | +51.6% |
| 1Y | +59.8% | +17.5% | +42.3% | +27.7% |
| 3Y | +393.3% | +76.9% | +316.4% | +130.0% |
| 5Y | -55.3% | +83.6% | -138.9% | -79.2% |
| All | -62.2% | +96.1% | -158.3% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling