+989.2%
ATI vs SAN
+358.2%
+631.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -1.0% | +1.2% |
| 7D | +6.0% | +8.7% | -2.7% | +0.1% |
| 30D | -3.6% | -6.5% | +2.8% | +0.1% |
| 3M | -18.9% | -14.2% | -4.7% | -11.5% |
| 6M | +16.7% | +2.7% | +14.0% | +12.7% |
| YTD | +61.1% | +8.9% | +52.2% | +48.2% |
| 1Y | +89.3% | +23.4% | +65.9% | +60.4% |
| 3Y | +333.3% | +257.9% | +75.4% | +75.1% |
| 5Y | +954.5% | +297.8% | +656.7% | +275.9% |
| 10Y | +1,067.0% | +259.6% | +807.4% | +333.4% |
| All | +989.2% | +358.2% | +631.0% | +209.1% |
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