-55.2%
ATOM vs SPY
+318.9%
-374.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | +0.1% |
| 7D | +3.3% | -2.0% | +5.3% | +7.0% |
| 30D | -26.9% | -1.7% | -25.3% | -24.7% |
| 3M | -49.3% | +4.7% | -54.0% | -52.3% |
| 6M | -18.9% | +12.5% | -31.4% | -31.2% |
| YTD | +84.2% | +11.7% | +72.4% | +60.0% |
| 1Y | +26.8% | +17.5% | +9.3% | +3.1% |
| 3Y | -33.3% | +76.6% | -109.8% | -69.4% |
| 5Y | -83.4% | +82.0% | -165.4% | -91.9% |
| All | -55.2% | +318.9% | -374.1% | -88.4% |
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