+1,020.5%
ATI vs SBAC
+1,731.2%
-710.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.8% |
| 7D | +13.0% | -3.4% | +16.3% | +13.7% |
| 30D | +0.2% | +2.6% | -2.4% | -0.6% |
| 3M | -17.5% | +2.6% | -20.1% | -18.2% |
| 6M | +18.1% | -11.5% | +29.6% | +20.0% |
| YTD | +65.7% | -1.6% | +67.3% | +63.6% |
| 1Y | +91.9% | -5.1% | +97.0% | +90.8% |
| 3Y | +335.2% | -9.3% | +344.6% | +328.6% |
| 5Y | +1,004.3% | -41.0% | +1,045.3% | +1,076.9% |
| 10Y | +1,019.2% | +108.0% | +911.2% | +804.2% |
| All | +1,020.5% | +1,731.2% | -710.6% | +399.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling