+369.3%
ATI vs SAN
+358.9%
+10.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.4% |
| 7D | -0.1% | +1.8% | -1.8% | -0.9% |
| 30D | +2.7% | +2.0% | +0.7% | +1.7% |
| 3M | +16.3% | +19.7% | -3.4% | +6.7% |
| 6M | +30.2% | +30.6% | -0.5% | +14.8% |
| YTD | +83.6% | +28.8% | +54.7% | +60.8% |
| 1Y | +173.0% | +57.8% | +115.2% | +119.0% |
| All | +369.3% | +358.9% | +10.3% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling