-96.4%
ATNM vs SPY
+571.6%
-668.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.5% |
| 7D | +14.7% | +2.6% | +12.1% | +12.2% |
| 30D | +68.2% | -2.0% | +70.2% | +71.3% |
| 3M | +70.1% | -2.8% | +72.9% | +74.4% |
| 6M | +27.1% | +2.1% | +25.0% | +24.3% |
| YTD | +20.6% | +11.5% | +9.1% | +8.8% |
| 1Y | +31.2% | +13.5% | +17.7% | +16.3% |
| 3Y | -63.6% | +77.7% | -141.3% | -76.5% |
| 5Y | -79.4% | +72.6% | -152.0% | -86.4% |
| 10Y | -94.8% | +308.2% | -403.0% | -98.3% |
| All | -96.4% | +571.6% | -668.0% | -98.6% |
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