+1,055.0%
ATI vs SIMO
+515.6%
+539.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -3.0% |
| 7D | +3.2% | +14.6% | -11.4% | -0.2% |
| 30D | -9.0% | +6.2% | -15.2% | -11.0% |
| 3M | +15.1% | +3.6% | +11.5% | +11.8% |
| 6M | +38.1% | +130.8% | -92.7% | +6.1% |
| YTD | +80.7% | +195.8% | -115.1% | +28.0% |
| 1Y | +167.5% | +225.0% | -57.5% | +83.1% |
| 3Y | +366.0% | +452.3% | -86.3% | +168.2% |
| 5Y | +1,088.8% | +303.6% | +785.2% | +596.5% |
| 10Y | +1,055.0% | +528.8% | +526.2% | +501.1% |
| All | +1,055.0% | +515.6% | +539.3% | +501.1% |
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