-97.3%
ATNM vs SPY
+322.5%
-419.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +6.0% | +6.1% |
| 7D | +35.9% | -0.8% | +36.7% | +36.8% |
| 30D | +70.5% | -1.1% | +71.6% | +72.2% |
| 3M | +34.6% | +3.9% | +30.8% | +29.6% |
| 6M | +18.6% | +13.6% | +5.0% | +5.0% |
| YTD | +2.9% | +12.7% | -9.7% | -8.2% |
| 1Y | -16.7% | +17.5% | -34.2% | -28.5% |
| 3Y | -81.0% | +76.9% | -157.9% | -87.8% |
| 5Y | -76.7% | +83.6% | -160.3% | -85.4% |
| All | -97.3% | +322.5% | -419.8% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling