+930.3%
ATI vs SIMO
+394.4%
+535.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -2.4% |
| 7D | +4.2% | +4.1% | 0.0% | +3.1% |
| 30D | -2.5% | -24.0% | +21.4% | +3.2% |
| 3M | -19.4% | -31.8% | +12.3% | -13.6% |
| 6M | +11.1% | -36.9% | +48.0% | +18.8% |
| YTD | +59.5% | +84.8% | -25.3% | +24.7% |
| 1Y | +85.8% | +99.0% | -13.2% | +42.0% |
| 3Y | +311.9% | +217.9% | +94.0% | +167.5% |
| 5Y | +963.2% | +171.5% | +791.8% | +573.8% |
| All | +930.3% | +394.4% | +535.9% | +412.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling