+628.7%
ATI vs SHAK
+31.3%
+597.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.0% |
| 7D | -2.7% | -11.0% | +8.3% | +0.8% |
| 30D | -13.5% | -14.0% | +0.5% | -9.6% |
| 3M | +8.5% | +13.3% | -4.7% | +2.9% |
| 6M | +25.2% | -35.3% | +60.5% | +38.5% |
| YTD | +73.4% | -24.0% | +97.4% | +81.0% |
| 1Y | +160.5% | -36.7% | +197.2% | +185.7% |
| 3Y | +347.3% | -5.4% | +352.7% | +316.6% |
| 5Y | +1,049.0% | -24.9% | +1,073.9% | +974.7% |
| 10Y | +1,131.4% | +79.6% | +1,051.8% | +701.7% |
| All | +628.7% | +31.3% | +597.4% | +363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling