+1,091.6%
ATI vs SFM
+268.6%
+823.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.4% | -3.4% |
| 7D | -2.7% | -8.8% | +6.0% | -0.9% |
| 30D | -13.5% | -14.5% | +0.9% | -10.9% |
| 3M | +8.5% | -16.8% | +25.4% | +12.0% |
| 6M | +25.2% | -5.3% | +30.5% | +24.5% |
| YTD | +73.4% | -9.4% | +82.8% | +73.2% |
| 1Y | +160.5% | -46.2% | +206.7% | +190.9% |
| 3Y | +347.3% | +81.3% | +266.0% | +274.5% |
| 5Y | +1,049.0% | +211.9% | +837.1% | +725.4% |
| All | +1,091.6% | +268.6% | +823.1% | +645.4% |
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