-16.7%
ATNM vs SPY
+18.1%
-34.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +6.0% | +6.3% |
| 7D | +35.9% | -0.8% | +36.7% | +36.6% |
| 30D | +70.5% | -1.1% | +71.6% | +71.8% |
| 3M | +34.6% | +3.9% | +30.8% | +30.4% |
| 6M | +18.6% | +13.6% | +5.0% | +5.2% |
| YTD | +2.9% | +12.7% | -9.7% | -7.9% |
| 1Y | -16.7% | +17.5% | -34.2% | -31.2% |
| All | -16.7% | +18.1% | -34.8% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling