+173.0%
ATI vs SN
+46.4%
+126.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.3% |
| 7D | -0.1% | -9.3% | +9.3% | +3.2% |
| 30D | +2.7% | -4.8% | +7.5% | +4.2% |
| 3M | +16.3% | +40.4% | -24.1% | +0.3% |
| 6M | +30.2% | +50.9% | -20.8% | +7.4% |
| YTD | +83.6% | +54.9% | +28.6% | +50.0% |
| 1Y | +173.0% | +43.0% | +130.0% | +110.0% |
| All | +173.0% | +46.4% | +126.6% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling