+1,081.3%
ATI vs SMTC
+115.0%
+966.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.0% | -11.5% | -4.0% |
| 7D | +3.2% | +22.9% | -19.8% | -2.1% |
| 30D | -9.0% | +16.6% | -25.6% | -13.1% |
| 3M | +15.1% | +2.4% | +12.7% | +12.0% |
| 6M | +38.1% | +98.3% | -60.1% | +13.0% |
| YTD | +80.7% | +120.7% | -40.0% | +43.6% |
| 1Y | +167.5% | +168.3% | -0.8% | +101.4% |
| 3Y | +366.0% | +571.7% | -205.7% | +150.0% |
| All | +1,081.3% | +115.0% | +966.3% | +691.6% |
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