+1,178.1%
ATI vs SAN
+329.5%
+848.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.4% |
| 7D | +2.4% | -0.5% | +2.9% | +2.7% |
| 30D | -9.5% | -0.1% | -9.4% | -9.6% |
| 3M | +10.4% | +19.6% | -9.3% | -2.6% |
| 6M | +31.8% | +32.7% | -0.9% | +8.6% |
| YTD | +80.0% | +26.7% | +53.3% | +50.6% |
| 1Y | +175.8% | +51.6% | +124.2% | +103.9% |
| 3Y | +364.2% | +348.7% | +15.5% | +53.7% |
| 5Y | +1,076.9% | +378.7% | +698.1% | +246.8% |
| 10Y | +1,178.1% | +336.9% | +841.2% | +256.5% |
| All | +1,178.1% | +329.5% | +848.5% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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