| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ATTICA.AT | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | −2.2% | −4.7% | −11.2% | +8.4% | −2.4% | +7.5% | −11.0% | — | — | — | — | — | −16.1% | +9.3% | −25.5pp |
| 2025 | +9.6% | −4.2% | +0.4% | −6.1% | −3.2% | −5.7% | +8.1% | +1.4% | −4.8% | −8.5% | −3.3% | +5.1% | −12.3% | +17.7% | −30.0pp |
| 2024 | −4.5% | +20.8% | +4.4% | +3.3% | −6.9% | +3.5% | +11.8% | −6.6% | −4.5% | −9.5% | +7.7% | −2.7% | +13.4% | +24.9% | −11.5pp |
| 2023 | +3.4% | −0.4% | +0.0% | +4.6% | +3.2% | +0.4% | +0.0% | +1.9% | +0.0% | +0.0% | +0.0% | −24.8% | −14.4% | +26.2% | −40.6pp |
| 2022 | +5.2% | −5.4% | −5.9% | −3.6% | −5.7% | +1.8% | +3.9% | −4.0% | −6.8% | +10.4% | +7.2% | +142.2% | +130.8% | −18.2% | +149.0pp |
| 2021 | −14.9% | −2.0% | +8.8% | +16.6% | +0.5% | +2.0% | −5.0% | +14.5% | −7.1% | +5.8% | −7.7% | +9.3% | +16.8% | +28.7% | −12.0pp |
| 2020 | +3.1% | −12.7% | −22.7% | +7.8% | −4.5% | −3.3% | −3.7% | +4.8% | +0.2% | −10.9% | +10.2% | +10.0% | −24.4% | +18.3% | −42.7pp |
| 2019 | +15.0% | −3.6% | +1.5% | −1.5% | +0.4% | +0.0% | +3.7% | −5.4% | −8.4% | +5.8% | +10.2% | −6.8% | +8.8% | +31.2% | −22.5pp |
| 2018 | +2.1% | −7.4% | +18.8% | −1.8% | −13.0% | −5.0% | +19.5% | −5.7% | −5.3% | −10.6% | −10.2% | +5.3% | −17.8% | −4.6% | −13.2pp |
| 2017 | −5.1% | −1.2% | +0.8% | +4.5% | +39.6% | +8.2% | +9.8% | −10.3% | −5.4% | +1.6% | +1.6% | +15.0% | +65.2% | +21.7% | +43.5pp |
A month’s return is its month-end close over the prior month-end’s, so a year’s figure is exactly the product of its twelve monthly cells — no separate annualisation, no resampling. A blank cell means no return exists for that month (the series had not started, or it is the very first month-end, which has nothing to be measured against). Blank is never zero.
Basis. ATTICA.AT is on the total return (splits + dividends) basis, SPY on the total return (splits + dividends) basis. Both columns are on the same basis, so the Δ column is a like-for-like difference.
Partial years. A year marked “ytd” or “part” does not cover the full calendar year: either the stored history starts inside it (the figure is measured from the first month-end present) or the data stops before December (the figure runs through the last stored close). The row’s own tooltip names the exact boundary. It is never dressed up as a calendar-year return.
End of day. These are stored end-of-day closes, and the window is anchored on the LAST stored bar rather than today’s date — so the newest row ends where the data ends. Nothing here is intraday.
| Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Years ⓘ | 16 | 17 | 17 | 17 | 17 | 17 | 17 | 16 | 16 | 16 | 16 | 16 |
| Positive ⓘ | 63% | 12% | 53% | 53% | 41% | 65% | 47% | 25% | 13% | 50% | 63% | 63% |
| Median | +2.6% | −3.6% | +0.4% | +0.3% | −2.4% | +2.0% | +0.0% | −5.5% | −7.0% | +0.8% | +2.6% | +3.5% |
| Best | +50.7% | +20.8% | +52.7% | +52.1% | +39.6% | +19.7% | +26.5% | +14.5% | +2.2% | +133.3% | +14.3% | +142.2% |
| Worst | −16.1% | −15.4% | −22.7% | −40.3% | −19.7% | −18.2% | −29.6% | −18.8% | −30.9% | −20.7% | −10.2% | −24.8% |
| vs SPY ⓘ | −2.9pp | −4.5pp | −0.3pp | −2.1pp | −5.3pp | −0.0pp | −3.3pp | −6.5pp | −7.0pp | −1.0pp | −1.0pp | +4.1pp |
198 monthly observations across 2010–2026, benchmark SPY. The highlighted column is the current calendar month. Months are calendar months, not rolling 30-day windows.
| Window | Local (EUR) | FX (USD/EUR) | USD | From |
|---|---|---|---|---|
| 1M | −11.4% | −0.2% | −11.6% | 2026-06-29 |
| YTD | −16.1% | −3.1% | −18.8% | 2025-12-31 |
| 1Y | −26.4% | −1.3% | −27.4% | 2025-07-29 |
| 3Y | −39.8% | +3.4% | −37.7% | 2023-07-28 |
| 5Y | +59.5% | −4.3% | +52.7% | 2021-07-30 |
| MAX | −18.8% | −20.9% | −35.7% | 2010-01-04 |
USD = (1 + local) × (1 + FX) − 1. Over one window for one name that is an IDENTITY, not an approximation: the USD price is the local price times the rate at both endpoints. Both legs are printed, never only the blend. The FX leg is read at the LAST fixing on or before each of this name's own bar dates, so the two legs cover the same span to within one fixing. A window whose anchoring close sits more than 10 days before its own start date is OMITTED rather than measured from a distant bar and mislabelled.
Raw closes — splits folded in, dividends EXCLUDED (price return).
The FX column is the move in the DOLLAR VALUE of one EUR — positive means the currency strengthened against the dollar over that window, which lifts a US reader’s return on the same shares.
Windows are cumulative, never annualized, and a window whose anchoring close sits far from its own start date is omitted rather than measured from a distant bar and mislabelled.
Source: market.db prices_eod (native listing currency) + fx_rates (USD per unit)
