+1,088.8%
ATI vs SM
+111.2%
+977.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.3% |
| 7D | +3.2% | -0.2% | +3.3% | +3.1% |
| 30D | -9.0% | +31.5% | -40.5% | -14.4% |
| 3M | +15.1% | +17.3% | -2.2% | +9.9% |
| 6M | +38.1% | +48.5% | -10.4% | +21.5% |
| YTD | +80.7% | +106.3% | -25.6% | +43.8% |
| 1Y | +167.5% | +47.3% | +120.2% | +132.7% |
| 3Y | +366.0% | -1.4% | +367.4% | +329.9% |
| 5Y | +1,088.8% | +114.0% | +974.7% | +704.2% |
| All | +1,088.8% | +111.2% | +977.5% | +704.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling