+334.8%
ATI vs SN
+496.6%
-161.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | +3.2% | +0.1% | +3.0% | +3.1% |
| 30D | -9.0% | -5.6% | -3.4% | -7.6% |
| 3M | +15.1% | +48.1% | -33.0% | +1.4% |
| 6M | +38.1% | +57.6% | -19.5% | +19.2% |
| YTD | +80.7% | +56.5% | +24.1% | +55.8% |
| 1Y | +167.5% | +52.6% | +115.0% | +131.1% |
| 3Y | +366.0% | +412.0% | -46.0% | +218.6% |
| All | +334.8% | +496.6% | -161.8% | +202.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling