+1,141.3%
ATI vs SMTC
+429.4%
+711.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.2% | -6.2% | 0.0% |
| 7D | -0.1% | +12.7% | -12.8% | -4.0% |
| 30D | +2.7% | +22.0% | -19.3% | -4.8% |
| 3M | +16.3% | -12.7% | +29.0% | +18.0% |
| 6M | +30.2% | +64.8% | -34.6% | +4.8% |
| YTD | +83.6% | +100.7% | -17.1% | +37.7% |
| 1Y | +173.0% | +146.9% | +26.1% | +88.7% |
| 3Y | +356.6% | +456.8% | -100.2% | +100.2% |
| 5Y | +1,074.2% | +89.2% | +985.0% | +601.5% |
| 10Y | +1,136.2% | +426.9% | +709.3% | +397.4% |
| All | +1,141.3% | +429.4% | +711.9% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling