+311.9%
ATI vs SN
+440.0%
-128.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.6% | -4.7% |
| 7D | +4.2% | +1.5% | +2.6% | +3.6% |
| 30D | -2.5% | +21.5% | -24.0% | -8.8% |
| 3M | -19.4% | +20.0% | -39.5% | -24.6% |
| 6M | +11.1% | +119.9% | -108.8% | -16.8% |
| YTD | +59.5% | +102.3% | -42.8% | +22.4% |
| 1Y | +85.8% | +148.0% | -62.2% | +32.9% |
| 3Y | +311.9% | +450.0% | -138.1% | +128.2% |
| All | +311.9% | +440.0% | -128.1% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling