+1,020.5%
ATI vs SMTC
+327.5%
+693.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +2.9% |
| 7D | +13.0% | +30.5% | -17.5% | +3.2% |
| 30D | +0.2% | -30.9% | +31.1% | +10.8% |
| 3M | -17.5% | -14.7% | -2.8% | -16.5% |
| 6M | +18.1% | -9.6% | +27.7% | +14.0% |
| YTD | +65.7% | +62.1% | +3.6% | +29.3% |
| 1Y | +91.9% | +66.6% | +25.3% | +47.5% |
| 3Y | +335.2% | +718.1% | -382.8% | +63.8% |
| 5Y | +1,004.3% | +32.8% | +971.5% | +623.0% |
| 10Y | +1,019.2% | +354.1% | +665.1% | +357.7% |
| All | +1,020.5% | +327.5% | +693.0% | +268.2% |
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