+1,005.0%
ATI vs SM
+530.5%
+474.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -2.9% | +0.9% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | -0.2% | -17.3% | +17.1% | +4.7% |
| 3M | -18.5% | -3.6% | -14.9% | -19.1% |
| 6M | +16.4% | +2.9% | +13.5% | +10.6% |
| YTD | +63.4% | +70.2% | -6.8% | +28.2% |
| 1Y | +91.5% | +66.5% | +25.0% | +50.6% |
| 3Y | +329.2% | -8.2% | +337.4% | +289.2% |
| 5Y | +966.7% | -1.5% | +968.2% | +771.2% |
| 10Y | +1,003.8% | +11.9% | +991.9% | +341.7% |
| All | +1,005.0% | +530.5% | +474.5% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling