+901.1%
ATI vs SIMO
+154.7%
+746.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.3% | +3.7% |
| 7D | +6.2% | -22.0% | +28.2% | +10.7% |
| 30D | -7.1% | -43.0% | +36.0% | +2.3% |
| 3M | -21.3% | -39.1% | +17.8% | -15.2% |
| 6M | +6.5% | -33.3% | +39.8% | +11.7% |
| YTD | +53.2% | +77.0% | -23.8% | +28.9% |
| 1Y | +82.7% | +73.0% | +9.7% | +54.2% |
| 3Y | +314.3% | +215.7% | +98.6% | +197.8% |
| All | +901.1% | +154.7% | +746.4% | +603.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling