-95.1%
ATOS vs SPY
+67.0%
-162.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.4% | -0.3% | +0.3% |
| 7D | -9.4% | -4.7% | -4.7% | -4.5% |
| 30D | -17.6% | -5.9% | -11.6% | -12.2% |
| 3M | -15.5% | -4.5% | -10.9% | -11.4% |
| 6M | -63.8% | +1.8% | -65.6% | -65.3% |
| YTD | -77.2% | +8.3% | -85.5% | -79.7% |
| 1Y | -83.8% | +9.3% | -93.1% | -85.7% |
| 3Y | -80.8% | +74.9% | -155.6% | -89.9% |
| 5Y | -95.1% | +67.3% | -162.4% | -97.1% |
| All | -95.1% | +67.0% | -162.1% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling