-97.7%
ATNM vs SPY
+584.0%
-681.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +37.5% | +0.1% | +37.5% | +37.6% |
| 3M | -7.2% | +2.0% | -9.2% | -9.1% |
| 6M | -16.3% | +13.0% | -29.3% | -25.4% |
| YTD | -24.3% | +13.5% | -37.8% | -32.8% |
| 1Y | -39.1% | +20.0% | -59.0% | -48.5% |
| 3Y | -84.5% | +77.2% | -161.7% | -90.0% |
| 5Y | -83.8% | +81.9% | -165.7% | -89.7% |
| 10Y | -98.0% | +314.1% | -412.0% | -99.3% |
| All | -97.7% | +584.0% | -681.7% | -99.1% |
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