+930.3%
ATI vs SAN
+270.1%
+660.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.1% |
| 7D | +4.2% | +4.0% | +0.1% | +1.4% |
| 30D | -2.5% | -7.8% | +5.3% | +2.2% |
| 3M | -19.4% | -16.4% | -3.1% | -10.5% |
| 6M | +11.1% | +3.5% | +7.5% | +6.4% |
| YTD | +59.5% | +6.7% | +52.9% | +47.8% |
| 1Y | +85.8% | +14.5% | +71.3% | +63.9% |
| 3Y | +311.9% | +243.5% | +68.4% | +61.4% |
| 5Y | +963.2% | +296.2% | +667.0% | +251.9% |
| All | +930.3% | +270.1% | +660.2% | +212.6% |
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