+90.4%
ATEN vs SPY
+398.7%
-308.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +2.1% |
| 7D | +20.7% | -0.9% | +21.6% | +22.1% |
| 30D | +0.1% | -2.4% | +2.4% | +2.9% |
| 3M | +6.0% | -1.2% | +7.2% | +7.7% |
| 6M | +3.0% | +3.3% | -0.3% | +0.2% |
| YTD | +63.7% | +12.3% | +51.4% | +46.0% |
| 1Y | +68.9% | +12.4% | +56.4% | +50.4% |
| 3Y | +149.4% | +78.8% | +70.6% | +37.9% |
| 5Y | +88.9% | +75.2% | +13.7% | +7.1% |
| 10Y | +293.6% | +311.1% | -17.5% | -12.6% |
| All | +90.4% | +398.7% | -308.3% | -67.3% |
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