+101.9%
ATEX vs SPY
+350.0%
-248.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.3% | +6.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.4% |
| 30D | -4.4% | -3.3% | -1.1% | -0.9% |
| 3M | -18.6% | -2.4% | -16.2% | -16.1% |
| 6M | +44.5% | +2.6% | +41.9% | +43.0% |
| YTD | +270.0% | +11.2% | +258.8% | +241.4% |
| 1Y | +348.0% | +13.4% | +334.6% | +305.5% |
| 3Y | +172.4% | +79.9% | +92.5% | +61.5% |
| 5Y | +27.7% | +72.2% | -44.5% | -22.2% |
| 10Y | +252.8% | +307.3% | -54.6% | -8.8% |
| All | +101.9% | +350.0% | -248.0% | -50.1% |
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