+86.5%
ATI vs SM
+70.4%
+16.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.3% | +14.6% | -3.9% |
| 7D | +8.3% | -21.5% | +29.8% | +3.2% |
| 30D | -7.3% | -11.4% | +4.1% | -9.2% |
| 3M | -10.5% | +0.6% | -11.1% | -9.3% |
| 6M | +16.4% | +0.2% | +16.1% | +19.5% |
| YTD | +56.1% | +69.7% | -13.6% | +64.3% |
| 1Y | +86.5% | +71.6% | +14.9% | +96.1% |
| All | +86.5% | +70.4% | +16.1% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling