-79.9%
ATNM vs SPY
+81.0%
-160.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +23.0% | -0.4% | +23.4% | +23.4% |
| 30D | +59.7% | -1.4% | +61.1% | +62.4% |
| 3M | +21.8% | +3.7% | +18.1% | +15.9% |
| 6M | +2.5% | +13.0% | -10.5% | -12.2% |
| YTD | -9.6% | +12.4% | -22.0% | -22.0% |
| 1Y | -23.1% | +18.5% | -41.7% | -38.0% |
| 3Y | -81.2% | +77.6% | -158.8% | -89.4% |
| 5Y | -79.9% | +81.7% | -161.6% | -88.1% |
| All | -79.9% | +81.0% | -160.9% | -88.1% |
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 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