+1,088.8%
ATI vs SAN
+381.9%
+706.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +3.2% | +3.3% | -0.2% | +1.5% |
| 30D | -9.0% | +1.1% | -10.1% | -9.6% |
| 3M | +15.1% | +22.2% | -7.1% | +4.1% |
| 6M | +38.1% | +36.0% | +2.1% | +18.8% |
| YTD | +80.7% | +28.2% | +52.4% | +58.0% |
| 1Y | +167.5% | +54.1% | +113.4% | +114.1% |
| 3Y | +366.0% | +354.2% | +11.7% | +116.3% |
| 5Y | +1,088.8% | +387.3% | +701.5% | +409.8% |
| All | +1,088.8% | +381.9% | +706.8% | +409.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling