+1,098.9%
ATI vs SIMO
+269.6%
+829.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.7% | -5.7% | +1.5% |
| 7D | -0.1% | +4.2% | -4.3% | -0.8% |
| 30D | +2.7% | +4.1% | -1.4% | +1.5% |
| 3M | +16.3% | -12.9% | +29.2% | +17.3% |
| 6M | +30.2% | +110.3% | -80.2% | +10.0% |
| YTD | +83.6% | +178.6% | -95.0% | +44.8% |
| 1Y | +173.0% | +220.0% | -47.0% | +107.5% |
| 3Y | +356.6% | +409.0% | -52.4% | +209.0% |
| All | +1,098.9% | +269.6% | +829.4% | +773.0% |
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