+690.1%
ATNI vs SPY
+3,091.8%
-2,401.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +28.8% | +0.1% | +28.8% | +28.8% |
| 3M | +20.7% | +2.0% | +18.7% | +18.9% |
| 6M | +5.5% | +13.0% | -7.5% | -3.5% |
| YTD | +38.5% | +13.5% | +24.9% | +25.9% |
| 1Y | +95.2% | +20.0% | +75.2% | +70.3% |
| 3Y | -2.3% | +77.2% | -79.5% | -36.2% |
| 5Y | -20.4% | +81.9% | -102.3% | -50.3% |
| 10Y | -40.0% | +314.1% | -354.1% | -79.2% |
| All | +690.1% | +3,091.8% | -2,401.7% | -23.1% |
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