+170.4%
ATI vs SFM
-46.3%
+216.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.6% | -0.5% |
| 7D | +2.4% | -7.2% | +9.6% | +2.2% |
| 30D | -9.5% | -14.3% | +4.8% | -9.9% |
| 3M | +10.4% | -13.7% | +24.1% | +10.2% |
| 6M | +31.8% | -6.0% | +37.8% | +31.2% |
| YTD | +80.0% | -8.2% | +88.2% | +79.7% |
| All | +170.4% | -46.3% | +216.6% | +153.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling