-100.0%
ATOS vs SPY
+567.0%
-667.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.4% | -0.3% | +0.1% |
| 7D | -9.4% | -4.7% | -4.7% | -4.7% |
| 30D | -17.6% | -5.9% | -11.6% | -12.5% |
| 3M | -15.5% | -4.5% | -10.9% | -11.6% |
| 6M | -63.8% | +1.8% | -65.6% | -65.2% |
| YTD | -77.2% | +8.3% | -85.5% | -79.5% |
| 1Y | -83.8% | +9.3% | -93.1% | -85.5% |
| 3Y | -80.8% | +74.9% | -155.6% | -89.4% |
| 5Y | -95.1% | +67.3% | -162.4% | -97.1% |
| 10Y | -99.3% | +311.6% | -410.9% | -99.8% |
| All | -100.0% | +567.0% | -667.0% | -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