+1,059.7%
ATI vs SIMO
+3,332.4%
-2,272.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.7% | -5.7% | +0.6% |
| 7D | -0.1% | +4.2% | -4.3% | -1.3% |
| 30D | +2.7% | +4.1% | -1.4% | +0.7% |
| 3M | +16.3% | -12.9% | +29.2% | +17.5% |
| 6M | +30.2% | +110.3% | -80.2% | -1.9% |
| YTD | +83.6% | +178.6% | -95.0% | +25.8% |
| 1Y | +173.0% | +220.0% | -47.0% | +78.2% |
| 3Y | +356.6% | +409.0% | -52.4% | +154.0% |
| 5Y | +1,074.2% | +277.3% | +796.9% | +564.4% |
| 10Y | +1,136.2% | +506.6% | +629.6% | +460.8% |
| All | +1,059.7% | +3,332.4% | -2,272.7% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling