+312.1%
ATI vs SM
-11.8%
+323.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.3% |
| 7D | +6.2% | -25.9% | +32.1% | +10.1% |
| 30D | -7.1% | -15.1% | +8.0% | -5.6% |
| 3M | -21.3% | +4.9% | -26.2% | -23.1% |
| 6M | +6.5% | +6.1% | +0.3% | +2.3% |
| YTD | +53.2% | +63.4% | -10.3% | +25.4% |
| 1Y | +82.7% | +72.5% | +10.2% | +46.1% |
| All | +312.1% | -11.8% | +323.8% | +251.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling