+1,090.2%
ATI vs SNY
+64.5%
+1,025.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -5.6% | -3.3% | -2.3% | -4.3% |
| 30D | -13.7% | -2.2% | -11.6% | -13.0% |
| 3M | -0.4% | -3.0% | +2.7% | +0.4% |
| 6M | +26.2% | +2.7% | +23.5% | +24.0% |
| YTD | +73.2% | -6.8% | +80.1% | +76.8% |
| 1Y | +161.6% | -5.3% | +166.9% | +164.1% |
| 3Y | +346.2% | -9.8% | +356.0% | +345.4% |
| 5Y | +1,047.6% | +9.7% | +1,038.0% | +894.3% |
| All | +1,090.2% | +64.5% | +1,025.7% | +713.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling