+1,121.6%
ATI vs SIRI
-87.2%
+1,208.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +3.2% | +4.3% | -1.1% | +2.5% |
| 30D | -9.0% | -2.8% | -6.2% | -8.7% |
| 3M | +15.1% | +5.9% | +9.2% | +13.8% |
| 6M | +38.1% | +31.9% | +6.2% | +32.2% |
| YTD | +80.7% | +48.7% | +32.0% | +69.7% |
| 1Y | +167.5% | +23.2% | +144.3% | +157.5% |
| 3Y | +366.0% | -23.9% | +389.9% | +366.7% |
| 5Y | +1,088.8% | -43.4% | +1,132.2% | +1,113.2% |
| 10Y | +1,055.0% | -13.6% | +1,068.6% | +1,037.6% |
| All | +1,121.6% | -87.2% | +1,208.8% | +793.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling