-92.7%
ATEC vs SPY
+749.4%
-842.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -5.0% |
| 7D | +5.7% | -2.7% | +8.4% | +9.2% |
| 30D | -27.4% | -5.4% | -22.0% | -21.7% |
| 3M | -19.2% | -4.1% | -15.1% | -13.9% |
| 6M | +6.4% | +0.7% | +5.7% | +6.8% |
| YTD | -64.6% | +8.7% | -73.3% | -67.6% |
| 1Y | -61.9% | +10.9% | -72.7% | -65.8% |
| 3Y | -27.8% | +75.0% | -102.8% | -61.9% |
| 5Y | -42.5% | +67.8% | -110.3% | -67.1% |
| 10Y | +24.4% | +312.9% | -288.4% | -72.5% |
| All | -92.7% | +749.4% | -842.1% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling