+1,049.0%
ATI vs SIRI
-42.5%
+1,091.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.8% | -3.8% |
| 7D | -2.7% | -3.0% | +0.3% | -2.3% |
| 30D | -13.5% | +1.3% | -14.8% | -13.7% |
| 3M | +8.5% | +5.6% | +2.9% | +7.3% |
| 6M | +25.2% | +35.2% | -10.0% | +19.3% |
| YTD | +73.4% | +49.1% | +24.3% | +62.5% |
| 1Y | +160.5% | +26.8% | +133.7% | +149.5% |
| 3Y | +347.3% | -23.7% | +371.0% | +344.4% |
| 5Y | +1,049.0% | -41.8% | +1,090.8% | +1,064.4% |
| All | +1,049.0% | -42.5% | +1,091.5% | +1,064.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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