-28.9%
ATEC vs SPY
+78.1%
-107.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -5.0% | +2.6% | -7.6% | -7.2% |
| 30D | -32.3% | -2.0% | -30.3% | -30.2% |
| 3M | -27.5% | -2.8% | -24.7% | -24.6% |
| 6M | -6.4% | +2.1% | -8.5% | -6.5% |
| YTD | -66.4% | +11.5% | -77.9% | -69.0% |
| 1Y | -65.0% | +13.5% | -78.5% | -68.2% |
| 3Y | -28.9% | +77.7% | -106.6% | -69.9% |
| All | -28.9% | +78.1% | -107.0% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling