-27.8%
ATEC vs SPY
+75.1%
-102.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.9% |
| 7D | +5.7% | -2.7% | +8.4% | +8.7% |
| 30D | -27.4% | -5.4% | -22.0% | -22.7% |
| 3M | -19.2% | -4.1% | -15.1% | -14.8% |
| 6M | +6.4% | +0.7% | +5.7% | +7.7% |
| YTD | -64.6% | +8.7% | -73.3% | -66.6% |
| 1Y | -61.9% | +10.9% | -72.7% | -64.6% |
| 3Y | -27.8% | +75.0% | -102.8% | -69.4% |
| All | -27.8% | +75.1% | -102.9% | -69.4% |
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