+363.6%
ATI vs SITM
+412.8%
-49.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +2.4% | +3.7% | -1.3% | +1.5% |
| 30D | -9.5% | -14.5% | +5.0% | -6.3% |
| 3M | +10.4% | -10.6% | +20.9% | +11.4% |
| 6M | +31.8% | +65.5% | -33.7% | +12.3% |
| YTD | +80.0% | +67.0% | +13.0% | +51.0% |
| 1Y | +175.8% | +138.6% | +37.2% | +107.8% |
| All | +363.6% | +412.8% | -49.2% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling