+902.8%
ATI vs SM
-11.1%
+913.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.2% |
| 7D | +6.2% | -25.9% | +32.1% | +12.2% |
| 30D | -7.1% | -15.1% | +8.0% | -4.7% |
| 3M | -21.3% | +4.9% | -26.2% | -23.4% |
| 6M | +6.5% | +6.1% | +0.3% | +1.7% |
| YTD | +53.2% | +63.4% | -10.3% | +25.9% |
| 1Y | +82.7% | +72.5% | +10.2% | +47.1% |
| 3Y | +314.3% | -16.9% | +331.2% | +290.9% |
| All | +902.8% | -11.1% | +913.9% | +777.7% |
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