+115.7%
ATEX vs SPY
+359.3%
-243.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -6.6% | +0.1% | -6.7% | -6.7% |
| 30D | -13.2% | +0.1% | -13.3% | -13.2% |
| 3M | +27.0% | +2.0% | +25.0% | +25.2% |
| 6M | +128.0% | +13.0% | +115.0% | +105.5% |
| YTD | +295.2% | +13.5% | +281.6% | +255.1% |
| 1Y | +287.4% | +20.0% | +267.4% | +231.3% |
| 3Y | +162.3% | +77.2% | +85.1% | +56.5% |
| 5Y | +44.0% | +81.9% | -37.8% | -17.6% |
| 10Y | +256.5% | +314.1% | -57.6% | -10.0% |
| All | +115.7% | +359.3% | -243.6% | -48.1% |
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 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