-100.0%
ATOS vs SPY
+599.2%
-699.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 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% | -55.7% |
| YTD | -71.5% | +13.5% | -85.1% | -75.5% |
| 1Y | -78.2% | +20.0% | -98.1% | -82.3% |
| 3Y | -79.0% | +77.2% | -156.2% | -88.6% |
| 5Y | -95.5% | +81.9% | -177.4% | -97.6% |
| 10Y | -99.4% | +314.1% | -413.5% | -99.9% |
| All | -100.0% | +599.2% | -699.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling