-99.3%
ATOS vs SPY
+312.9%
-412.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.6% | +4.6% |
| 7D | -2.3% | -2.7% | +0.4% | +0.3% |
| 30D | -13.8% | -5.4% | -8.4% | -9.2% |
| 3M | -12.4% | -4.1% | -8.3% | -8.9% |
| 6M | -63.4% | +0.7% | -64.2% | -64.4% |
| YTD | -76.0% | +8.7% | -84.7% | -78.5% |
| 1Y | -82.6% | +10.9% | -93.4% | -84.6% |
| 3Y | -79.2% | +75.0% | -154.2% | -88.4% |
| 5Y | -94.8% | +67.8% | -162.6% | -97.0% |
| All | -99.3% | +312.9% | -412.1% | -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