-94.5%
ATOS vs SPY
+72.9%
-167.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -2.2% |
| 7D | -7.4% | +0.1% | -7.5% | -7.7% |
| 30D | -12.7% | -3.3% | -9.4% | -9.9% |
| 3M | -9.7% | -2.4% | -7.3% | -7.7% |
| 6M | -62.0% | +2.6% | -64.5% | -63.8% |
| YTD | -75.9% | +11.2% | -87.2% | -79.3% |
| 1Y | -82.7% | +13.4% | -96.1% | -85.4% |
| 3Y | -78.5% | +79.9% | -158.4% | -89.1% |
| All | -94.5% | +72.9% | -167.3% | -96.8% |
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 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