+939.4%
ATI vs SBAC
-39.3%
+978.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | +1.3% | +3.6% | -2.3% | +0.9% |
| 30D | -4.8% | +4.9% | -9.7% | -5.3% |
| 3M | -19.9% | +6.5% | -26.4% | -20.6% |
| 6M | +15.4% | -11.1% | +26.5% | +16.9% |
| YTD | +59.2% | +0.9% | +58.3% | +58.6% |
| 1Y | +86.3% | -1.6% | +87.8% | +86.3% |
| 3Y | +318.2% | -7.0% | +325.2% | +314.9% |
| All | +939.4% | -39.3% | +978.7% | +988.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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