+720.8%
ATI vs SFM
+132.6%
+588.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.3% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | +2.7% | -4.4% | +7.1% | +3.6% |
| 3M | +16.3% | +1.5% | +14.8% | +15.0% |
| 6M | +30.2% | +6.5% | +23.7% | +25.9% |
| YTD | +83.6% | +2.2% | +81.4% | +78.5% |
| 1Y | +173.0% | -41.9% | +214.9% | +201.9% |
| 3Y | +356.6% | +106.8% | +249.9% | +263.5% |
| 5Y | +1,074.2% | +231.6% | +842.6% | +703.7% |
| 10Y | +1,136.2% | +258.4% | +877.8% | +669.3% |
| All | +720.8% | +132.6% | +588.2% | +444.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling