+935.8%
ATI vs SM
+505.4%
+430.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.1% |
| 7D | +6.2% | -25.9% | +32.1% | +15.6% |
| 30D | -7.1% | -15.1% | +8.0% | -3.3% |
| 3M | -21.3% | +4.9% | -26.2% | -24.0% |
| 6M | +6.5% | +6.1% | +0.3% | +0.3% |
| YTD | +53.2% | +63.4% | -10.3% | +21.8% |
| 1Y | +82.7% | +72.5% | +10.2% | +42.1% |
| 3Y | +314.3% | -16.9% | +331.2% | +287.7% |
| 5Y | +890.9% | -10.6% | +901.6% | +734.3% |
| 10Y | +1,142.3% | +11.3% | +1,131.0% | +396.3% |
| All | +935.8% | +505.4% | +430.5% | +154.7% |
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 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