+85.9%
ATEX vs SPY
+339.6%
-253.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.2% |
| 7D | -18.0% | -2.7% | -15.3% | -15.6% |
| 30D | -8.4% | -5.4% | -3.0% | -3.1% |
| 3M | -25.9% | -4.1% | -21.8% | -22.4% |
| 6M | +43.2% | +0.7% | +42.5% | +44.0% |
| YTD | +240.6% | +8.7% | +232.0% | +220.8% |
| 1Y | +313.3% | +10.9% | +302.5% | +281.5% |
| 3Y | +140.3% | +75.0% | +65.3% | +45.9% |
| 5Y | +19.2% | +67.8% | -48.5% | -25.6% |
| 10Y | +239.5% | +312.9% | -73.3% | -12.8% |
| All | +85.9% | +339.6% | -253.7% | -53.1% |
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