+314.3%
ATI vs SIMO
+214.6%
+99.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.3% | +3.5% |
| 7D | +6.2% | -22.0% | +28.2% | +11.3% |
| 30D | -7.1% | -43.0% | +36.0% | +3.5% |
| 3M | -21.3% | -39.1% | +17.8% | -14.3% |
| 6M | +6.5% | -33.3% | +39.8% | +12.3% |
| YTD | +53.2% | +77.0% | -23.8% | +19.7% |
| 1Y | +82.7% | +73.0% | +9.7% | +43.5% |
| 3Y | +314.3% | +215.7% | +98.6% | +119.6% |
| All | +314.3% | +214.6% | +99.7% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling