+1,003.8%
ATI vs SFM
+140.8%
+863.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.8% | +2.0% |
| 7D | +4.7% | -7.1% | +11.8% | +6.1% |
| 30D | -0.2% | -21.4% | +21.2% | +3.1% |
| 3M | -18.5% | -40.1% | +21.6% | -11.1% |
| 6M | +16.4% | -38.0% | +54.4% | +24.9% |
| YTD | +63.4% | -36.5% | +99.9% | +72.6% |
| 1Y | +91.5% | -35.2% | +126.7% | +100.9% |
| 3Y | +329.2% | +23.5% | +305.8% | +280.9% |
| 5Y | +966.7% | +109.7% | +857.0% | +711.1% |
| 10Y | +1,003.8% | +132.6% | +871.2% | +719.6% |
| All | +1,003.8% | +140.8% | +863.0% | +719.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling