+1,178.1%
ATI vs SM
+16.0%
+1,162.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -9.5% | +20.3% | -29.8% | -13.3% |
| 3M | +10.4% | +22.9% | -12.5% | +4.2% |
| 6M | +31.8% | +47.8% | -16.0% | +17.0% |
| YTD | +80.0% | +107.5% | -27.5% | +46.8% |
| 1Y | +175.8% | +51.7% | +124.1% | +140.2% |
| 3Y | +364.2% | -0.9% | +365.1% | +331.7% |
| 5Y | +1,076.9% | +112.2% | +964.6% | +778.5% |
| 10Y | +1,178.1% | +20.3% | +1,157.8% | +670.3% |
| All | +1,178.1% | +16.0% | +1,162.1% | +670.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling