+86.3%
ATI vs SN
+140.3%
-54.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.7% |
| 7D | +1.3% | +7.6% | -6.2% | -1.1% |
| 30D | -4.8% | +22.4% | -27.2% | -11.1% |
| 3M | -19.9% | +21.7% | -41.6% | -25.2% |
| 6M | +15.4% | +102.8% | -87.5% | -14.5% |
| YTD | +59.2% | +102.4% | -43.2% | +16.5% |
| 1Y | +86.3% | +139.0% | -52.7% | +33.5% |
| All | +86.3% | +140.3% | -54.1% | +33.5% |
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