+801.8%
ATI vs SITM
+4,507.3%
-3,705.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -1.1% |
| 7D | +3.2% | +8.4% | -5.2% | +1.5% |
| 30D | -9.0% | -17.4% | +8.4% | -5.7% |
| 3M | +15.1% | -9.8% | +24.9% | +15.9% |
| 6M | +38.1% | +83.0% | -44.8% | +19.0% |
| YTD | +80.7% | +69.6% | +11.1% | +56.4% |
| 1Y | +167.5% | +144.9% | +22.6% | +112.0% |
| 3Y | +366.0% | +429.9% | -63.9% | +197.5% |
| 5Y | +1,088.8% | +169.2% | +919.6% | +658.8% |
| All | +801.8% | +4,507.3% | -3,705.5% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling