-100.0%
ATXG vs SPY
+213.3%
-313.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +4.7% |
| 7D | +1.5% | -0.6% | +2.1% | -0.7% |
| 30D | -10.6% | -3.7% | -6.9% | -18.4% |
| 3M | -42.3% | -2.7% | -39.6% | -46.3% |
| 6M | -46.6% | +2.2% | -48.8% | -44.6% |
| YTD | -54.1% | +10.8% | -64.9% | -44.3% |
| 1Y | -61.5% | +11.2% | -72.8% | -53.4% |
| 3Y | -82.9% | +76.5% | -159.3% | -38.3% |
| 5Y | -99.8% | +72.9% | -172.7% | -98.9% |
| All | -100.0% | +213.3% | -313.3% | -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 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