+1,141.3%
ATI vs SM
+637.3%
+503.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.8% |
| 7D | -0.1% | +0.1% | -0.1% | -0.2% |
| 30D | +2.7% | +26.3% | -23.6% | -5.0% |
| 3M | +16.3% | +8.7% | +7.6% | +11.1% |
| 6M | +30.2% | +51.7% | -21.5% | +8.7% |
| YTD | +83.6% | +99.0% | -15.5% | +39.4% |
| 1Y | +173.0% | +34.6% | +138.4% | +132.4% |
| 3Y | +356.6% | -7.8% | +364.4% | +318.1% |
| 5Y | +1,074.2% | +104.8% | +969.4% | +660.2% |
| 10Y | +1,136.2% | +7.2% | +1,129.0% | +418.5% |
| All | +1,141.3% | +637.3% | +503.9% | +191.6% |
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