+173.0%
ATI vs SNY
+2.0%
+171.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | +2.7% | +3.4% | -0.7% | +2.2% |
| 3M | +16.3% | -0.3% | +16.6% | +16.5% |
| 6M | +30.2% | +1.0% | +29.1% | +30.1% |
| YTD | +83.6% | -3.6% | +87.2% | +84.6% |
| 1Y | +173.0% | +3.0% | +170.0% | +163.7% |
| All | +173.0% | +2.0% | +171.0% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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