-95.4%
ATOS vs SPY
+82.0%
-177.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | +5.4% | +0.1% | +5.4% | +5.5% |
| 3M | -48.0% | +2.0% | -50.0% | -49.8% |
| 6M | -48.8% | +13.0% | -61.8% | -56.3% |
| YTD | -71.5% | +13.5% | -85.1% | -75.9% |
| 1Y | -78.2% | +20.0% | -98.1% | -82.6% |
| 3Y | -79.0% | +77.2% | -156.2% | -89.1% |
| All | -95.4% | +82.0% | -177.4% | -97.5% |
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 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