+85.8%
ATI vs SM
+84.2%
+1.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +4.2% | +9.4% | -5.2% | +6.0% |
| 30D | -2.5% | -14.4% | +11.8% | -5.5% |
| 3M | -19.4% | +1.6% | -21.0% | -18.4% |
| 6M | +11.1% | +6.3% | +4.7% | +15.2% |
| YTD | +59.5% | +78.8% | -19.2% | +69.3% |
| 1Y | +85.8% | +83.1% | +2.6% | +97.1% |
| All | +85.8% | +84.2% | +1.5% | +97.1% |
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