+1,631.8%
ATI vs SNY
+241.9%
+1,389.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -5.6% | -3.3% | -2.3% | -3.5% |
| 30D | -13.7% | -2.2% | -11.6% | -12.6% |
| 3M | -0.4% | -3.0% | +2.7% | +0.7% |
| 6M | +26.2% | +2.7% | +23.5% | +22.4% |
| YTD | +73.2% | -6.8% | +80.1% | +78.5% |
| 1Y | +161.6% | -5.3% | +166.9% | +164.7% |
| 3Y | +346.2% | -9.8% | +356.0% | +337.8% |
| 5Y | +1,047.6% | +9.7% | +1,038.0% | +835.3% |
| 10Y | +1,130.0% | +64.5% | +1,065.5% | +607.4% |
| All | +1,631.8% | +241.9% | +1,389.9% | +425.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling