-90.7%
ATEC vs SPY
+787.5%
-878.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -1.3% | +0.1% | -1.3% | -1.2% |
| 3M | +19.3% | +2.0% | +17.3% | +16.5% |
| 6M | -27.3% | +13.0% | -40.3% | -37.2% |
| YTD | -55.1% | +13.5% | -68.6% | -61.4% |
| 1Y | -42.9% | +20.0% | -62.9% | -53.8% |
| 3Y | -41.8% | +77.2% | -119.0% | -70.0% |
| 5Y | -37.5% | +81.9% | -119.3% | -67.7% |
| 10Y | +110.5% | +314.1% | -203.6% | -54.4% |
| All | -90.7% | +787.5% | -878.2% | -99.2% |
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