+1,090.2%
ATI vs SHAK
+87.2%
+1,003.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.2% |
| 7D | -5.6% | -8.3% | +2.6% | -3.0% |
| 30D | -13.7% | -12.6% | -1.1% | -10.0% |
| 3M | -0.4% | +9.1% | -9.5% | -4.8% |
| 6M | +26.2% | -31.2% | +57.5% | +37.8% |
| YTD | +73.2% | -21.6% | +94.8% | +79.2% |
| 1Y | +161.6% | -38.8% | +200.4% | +192.8% |
| 3Y | +346.2% | +0.6% | +345.6% | +301.1% |
| 5Y | +1,047.6% | -22.5% | +1,070.2% | +947.5% |
| All | +1,090.2% | +87.2% | +1,003.0% | +518.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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