+1,004.3%
ATI vs SMTC
+31.4%
+972.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +2.5% |
| 7D | +13.0% | +30.5% | -17.5% | +5.6% |
| 30D | +0.2% | -30.9% | +31.1% | +8.0% |
| 3M | -17.5% | -14.7% | -2.8% | -16.5% |
| 6M | +18.1% | -9.6% | +27.7% | +15.6% |
| YTD | +65.7% | +62.1% | +3.6% | +39.4% |
| 1Y | +91.9% | +66.6% | +25.3% | +59.9% |
| 3Y | +335.2% | +718.1% | -382.8% | +119.2% |
| 5Y | +1,004.3% | +32.8% | +971.5% | +715.5% |
| All | +1,004.3% | +31.4% | +972.9% | +715.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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