+18.1%
ATI vs SAN
+2.9%
+15.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +2.4% |
| 7D | +13.0% | +1.0% | +12.0% | +12.3% |
| 30D | +0.2% | -9.4% | +9.6% | +3.6% |
| 3M | -17.5% | -17.1% | -0.3% | -11.8% |
| 6M | +18.1% | +2.2% | +15.9% | +11.0% |
| All | +18.1% | +2.9% | +15.2% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling