-99.4%
ATOS vs SPY
+307.0%
-406.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | -7.5% | +2.6% | -10.1% | -10.1% |
| 30D | -29.5% | -2.0% | -27.5% | -28.5% |
| 3M | -23.4% | -2.8% | -20.7% | -21.6% |
| 6M | -62.0% | +2.1% | -64.2% | -63.5% |
| YTD | -77.9% | +11.5% | -89.3% | -80.6% |
| 1Y | -83.7% | +13.5% | -97.1% | -86.0% |
| 3Y | -79.3% | +77.7% | -157.0% | -88.6% |
| 5Y | -95.1% | +72.6% | -167.7% | -97.2% |
| All | -99.4% | +307.0% | -406.4% | -99.8% |
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 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