-65.9%
ATOM vs SPY
+306.5%
-372.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.2% |
| 7D | -9.3% | +2.6% | -11.9% | -13.2% |
| 30D | -21.8% | -2.0% | -19.8% | -18.8% |
| 3M | -49.6% | -2.8% | -46.8% | -46.7% |
| 6M | -72.4% | +2.1% | -74.5% | -72.5% |
| YTD | +23.5% | +11.5% | +12.0% | +8.3% |
| 1Y | +18.2% | +13.5% | +4.7% | +1.1% |
| 3Y | -48.8% | +77.7% | -126.5% | -76.5% |
| 5Y | -91.4% | +72.6% | -164.0% | -95.5% |
| 10Y | -58.9% | +308.2% | -367.1% | -89.3% |
| All | -65.9% | +306.5% | -372.4% | -90.8% |
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