+1,121.6%
ATI vs SCCO
+30,543.5%
-29,421.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -4.9% |
| 7D | +3.2% | +3.4% | -0.3% | +0.6% |
| 30D | -9.0% | +6.6% | -15.6% | -13.8% |
| 3M | +15.1% | +24.5% | -9.4% | -3.0% |
| 6M | +38.1% | +16.5% | +21.6% | +20.0% |
| YTD | +80.7% | +52.1% | +28.5% | +27.3% |
| 1Y | +167.5% | +114.2% | +53.3% | +46.6% |
| 3Y | +366.0% | +207.4% | +158.6% | +81.2% |
| 5Y | +1,088.8% | +353.7% | +735.0% | +227.5% |
| 10Y | +1,055.0% | +1,144.5% | -89.5% | +53.6% |
| All | +1,121.6% | +30,543.5% | -29,421.8% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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