+1,088.8%
ATI vs SFM
+219.5%
+869.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -0.3% |
| 7D | +3.2% | -5.8% | +9.0% | +4.3% |
| 30D | -9.0% | -11.4% | +2.3% | -7.1% |
| 3M | +15.1% | -12.2% | +27.3% | +17.3% |
| 6M | +38.1% | -5.2% | +43.3% | +37.3% |
| YTD | +80.7% | -4.5% | +85.1% | +78.5% |
| 1Y | +167.5% | -45.4% | +212.9% | +202.2% |
| 3Y | +366.0% | +91.1% | +274.9% | +287.3% |
| 5Y | +1,088.8% | +226.8% | +862.0% | +719.0% |
| All | +1,088.8% | +219.5% | +869.2% | +719.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling