-48.3%
ATOM vs SPY
+311.7%
-360.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.5% |
| 7D | +5.1% | +0.5% | +4.5% | +3.9% |
| 30D | -24.5% | -0.9% | -23.5% | -23.2% |
| 3M | -50.5% | +3.9% | -54.4% | -52.8% |
| 6M | -8.8% | +14.5% | -23.3% | -25.1% |
| YTD | +87.3% | +12.9% | +74.4% | +59.7% |
| 1Y | +21.1% | +19.4% | +1.7% | -4.3% |
| 3Y | -32.1% | +78.5% | -110.6% | -69.4% |
| 5Y | -82.4% | +81.8% | -164.2% | -91.5% |
| 10Y | -56.9% | +311.5% | -368.4% | -88.8% |
| All | -48.3% | +311.7% | -360.0% | -86.5% |
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