+119.9%
ATEC vs SPY
+311.3%
-191.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.1% |
| 7D | -0.2% | +0.5% | -0.8% | -0.9% |
| 30D | -1.3% | -0.9% | -0.3% | -0.1% |
| 3M | +16.2% | +3.9% | +12.3% | +11.0% |
| 6M | -24.9% | +14.5% | -39.4% | -36.8% |
| YTD | -56.3% | +12.9% | -69.2% | -62.6% |
| 1Y | -43.8% | +19.4% | -63.1% | -54.9% |
| 3Y | -35.3% | +78.5% | -113.7% | -69.1% |
| 5Y | -36.5% | +81.8% | -118.3% | -69.5% |
| 10Y | +119.9% | +311.5% | -191.7% | -51.8% |
| All | +119.9% | +311.3% | -191.5% | -51.8% |
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