+1,025.5%
ATI vs SITM
+187.3%
+838.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -1.2% |
| 7D | -5.6% | +3.9% | -9.5% | -6.4% |
| 30D | -13.7% | -6.6% | -7.1% | -12.8% |
| 3M | -0.4% | -11.9% | +11.5% | +0.6% |
| 6M | +26.2% | +81.1% | -54.9% | +9.4% |
| YTD | +73.2% | +80.0% | -6.8% | +48.8% |
| 1Y | +161.6% | +145.8% | +15.8% | +109.0% |
| 3Y | +346.2% | +475.9% | -129.7% | +189.5% |
| All | +1,025.5% | +187.3% | +838.2% | +596.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling