+237.5%
ATEX vs SPY
+308.5%
-71.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.4% |
| 7D | +20.7% | +3.3% | +17.4% | +17.2% |
| 30D | -2.6% | -2.7% | +0.1% | +0.5% |
| 3M | -6.9% | -1.7% | -5.1% | -4.5% |
| 6M | +52.4% | +3.1% | +49.3% | +50.0% |
| YTD | +278.8% | +11.9% | +266.9% | +246.8% |
| 1Y | +350.6% | +12.0% | +338.6% | +311.4% |
| 3Y | +175.5% | +78.2% | +97.4% | +62.4% |
| 5Y | +35.0% | +73.2% | -38.2% | -19.2% |
| All | +237.5% | +308.5% | -71.0% | -45.5% |
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