+333.3%
ATI vs SAN
+258.9%
+74.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -1.0% | +2.5% |
| 7D | +6.0% | +8.7% | -2.7% | +2.1% |
| 30D | -3.6% | -6.5% | +2.8% | -1.0% |
| 3M | -18.9% | -14.2% | -4.7% | -13.8% |
| 6M | +16.7% | +2.7% | +14.0% | +14.0% |
| YTD | +61.1% | +8.9% | +52.2% | +51.6% |
| 1Y | +89.3% | +23.4% | +65.9% | +69.1% |
| 3Y | +333.3% | +257.9% | +75.4% | +181.0% |
| All | +333.3% | +258.9% | +74.4% | +181.0% |
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