-100.0%
ATLX vs SPY
+529.2%
-629.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.9% | -6.8% |
| 7D | -4.5% | +3.3% | -7.8% | -7.6% |
| 30D | -22.5% | -2.7% | -19.8% | -19.8% |
| 3M | -48.7% | -1.7% | -47.0% | -47.4% |
| 6M | -73.2% | +3.1% | -76.2% | -73.6% |
| YTD | -62.1% | +11.9% | -74.0% | -65.4% |
| 1Y | -63.9% | +12.0% | -75.9% | -67.0% |
| 3Y | -93.0% | +78.2% | -171.2% | -95.9% |
| 5Y | -84.7% | +73.2% | -158.0% | -91.0% |
| 10Y | -99.6% | +309.6% | -409.2% | -99.9% |
| All | -100.0% | +529.2% | -629.2% | -100.0% |
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