+976.7%
ATI vs SAN
+361.9%
+614.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | +1.3% | +10.8% | -9.4% | -5.4% |
| 30D | -4.8% | -5.7% | +1.0% | -1.5% |
| 3M | -19.9% | -13.4% | -6.5% | -13.1% |
| 6M | +15.4% | +3.5% | +11.8% | +10.9% |
| YTD | +59.2% | +9.7% | +49.5% | +45.7% |
| 1Y | +86.3% | +20.9% | +65.4% | +60.0% |
| 3Y | +318.2% | +254.3% | +63.9% | +70.2% |
| 5Y | +958.6% | +304.2% | +654.4% | +273.3% |
| 10Y | +996.8% | +260.2% | +736.5% | +306.7% |
| All | +976.7% | +361.9% | +614.8% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling