+158.1%
ATEN vs SPY
+311.3%
-153.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.3% |
| 7D | -1.7% | +0.5% | -2.3% | -2.3% |
| 30D | -8.4% | -0.9% | -7.5% | -7.5% |
| 3M | -20.7% | +3.9% | -24.6% | -23.5% |
| 6M | +20.3% | +14.5% | +5.8% | +5.5% |
| YTD | +39.6% | +12.9% | +26.7% | +24.0% |
| 1Y | +42.2% | +19.4% | +22.8% | +19.5% |
| 3Y | +74.0% | +78.5% | -4.5% | -1.9% |
| 5Y | +94.9% | +81.8% | +13.1% | +9.1% |
| 10Y | +158.1% | +311.5% | -153.4% | -43.4% |
| All | +158.1% | +311.3% | -153.2% | -43.4% |
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 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