+86.5%
ATI vs SIMO
+94.5%
-8.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | +0.6% |
| 7D | +8.3% | -16.9% | +25.2% | +11.0% |
| 30D | -7.3% | -35.4% | +28.1% | -2.2% |
| 3M | -10.5% | -31.9% | +21.4% | -6.8% |
| 6M | +16.4% | -19.3% | +35.7% | +20.5% |
| YTD | +56.1% | +98.5% | -42.4% | +47.1% |
| 1Y | +86.5% | +100.5% | -14.0% | +74.3% |
| All | +86.5% | +94.5% | -8.0% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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