+346.2%
ATI vs SCHG
+86.3%
+259.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.0% |
| 7D | -5.6% | -1.0% | -4.6% | -4.6% |
| 30D | -13.7% | -1.3% | -12.5% | -12.7% |
| 3M | -0.4% | +5.4% | -5.8% | -5.9% |
| 6M | +26.2% | +14.4% | +11.8% | +9.5% |
| YTD | +73.2% | +8.0% | +65.2% | +59.1% |
| 1Y | +161.6% | +12.7% | +148.9% | +130.0% |
| 3Y | +346.2% | +85.6% | +260.6% | +153.9% |
| All | +346.2% | +86.3% | +259.9% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling