-45.6%
ATOM vs SPY
+78.7%
-124.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.0% |
| 7D | +11.3% | +3.3% | +8.0% | +2.2% |
| 30D | -23.7% | -2.7% | -21.0% | -17.8% |
| 3M | -47.6% | -1.7% | -45.8% | -44.9% |
| 6M | -65.3% | +3.1% | -68.4% | -66.8% |
| YTD | +31.2% | +11.9% | +19.3% | +4.0% |
| 1Y | +20.8% | +12.0% | +8.8% | -3.8% |
| All | -45.6% | +78.7% | -124.3% | -89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling