-80.5%
ATLX vs SPY
+72.7%
-153.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.9% | -6.9% |
| 7D | -4.5% | +3.3% | -7.8% | -7.1% |
| 30D | -22.5% | -2.7% | -19.8% | -20.3% |
| 3M | -48.7% | -1.7% | -47.0% | -47.6% |
| 6M | -73.2% | +3.1% | -76.2% | -73.5% |
| YTD | -62.1% | +11.9% | -74.0% | -64.6% |
| 1Y | -63.9% | +12.0% | -75.9% | -66.3% |
| 3Y | -93.0% | +78.2% | -171.2% | -94.8% |
| All | -80.5% | +72.7% | -153.3% | -85.6% |
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