+304.5%
ATEX vs SPY
+312.5%
-8.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -3.1% | -0.4% | -2.7% | -2.8% |
| 30D | -9.5% | -1.4% | -8.2% | -8.3% |
| 3M | +30.0% | +3.7% | +26.3% | +26.3% |
| 6M | +117.3% | +13.0% | +104.3% | +95.5% |
| YTD | +284.5% | +12.4% | +272.1% | +247.8% |
| 1Y | +287.0% | +18.5% | +268.4% | +233.4% |
| 3Y | +157.9% | +77.6% | +80.3% | +51.2% |
| 5Y | +38.1% | +81.7% | -43.5% | -22.2% |
| 10Y | +304.5% | +319.7% | -15.2% | -25.1% |
| All | +304.5% | +312.5% | -8.0% | -25.1% |
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