+38.2%
ATEX vs SPY
+81.8%
-43.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.5% |
| 7D | -4.6% | +0.5% | -5.1% | -5.0% |
| 30D | -13.9% | -0.9% | -13.0% | -13.3% |
| 3M | +29.0% | +3.9% | +25.1% | +25.9% |
| 6M | +115.8% | +14.5% | +101.2% | +96.9% |
| YTD | +291.4% | +12.9% | +278.5% | +260.9% |
| 1Y | +287.5% | +19.4% | +268.1% | +244.1% |
| 3Y | +162.6% | +78.5% | +84.1% | +78.9% |
| 5Y | +38.2% | +81.8% | -43.5% | -7.7% |
| All | +38.2% | +81.8% | -43.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling