-100.0%
ATXG vs SPY
+221.0%
-321.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | -0.6% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +12.0% | +0.1% | +11.9% | +12.0% |
| 3M | -24.7% | +2.0% | -26.7% | -21.5% |
| 6M | -15.5% | +13.0% | -28.5% | +8.4% |
| YTD | -37.9% | +13.5% | -51.5% | -19.8% |
| 1Y | -54.9% | +20.0% | -74.9% | -34.8% |
| 3Y | -88.0% | +77.2% | -165.2% | -57.1% |
| 5Y | -99.7% | +81.9% | -181.6% | -98.5% |
| All | -100.0% | +221.0% | -321.0% | -99.7% |
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