-100.0%
ATXG vs SPY
+217.8%
-317.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -2.8% |
| 7D | +6.2% | -0.4% | +6.5% | +5.1% |
| 30D | -24.4% | -1.4% | -23.0% | -26.7% |
| 3M | -18.6% | +3.7% | -22.3% | -11.9% |
| 6M | -12.3% | +13.0% | -25.3% | +12.8% |
| YTD | -39.8% | +12.4% | -52.2% | -24.0% |
| 1Y | -60.3% | +18.5% | -78.9% | -44.2% |
| 3Y | -87.2% | +77.6% | -164.8% | -53.5% |
| 5Y | -99.7% | +81.7% | -181.4% | -98.5% |
| All | -100.0% | +217.8% | -317.7% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling