+140.3%
ATEX vs SPY
+75.1%
+65.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.2% |
| 7D | -18.0% | -2.7% | -15.3% | -15.4% |
| 30D | -8.4% | -5.4% | -3.0% | -2.8% |
| 3M | -25.9% | -4.1% | -21.8% | -22.2% |
| 6M | +43.2% | +0.7% | +42.5% | +44.6% |
| YTD | +240.6% | +8.7% | +232.0% | +224.6% |
| 1Y | +313.3% | +10.9% | +302.5% | +287.0% |
| 3Y | +140.3% | +75.0% | +65.3% | +29.8% |
| All | +140.3% | +75.1% | +65.2% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling