+1,076.9%
ATI vs SPXS
-85.7%
+1,162.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | +0.2% |
| 7D | +2.4% | +1.2% | +1.2% | +3.0% |
| 30D | -9.5% | +5.2% | -14.7% | -7.4% |
| 3M | +10.4% | -9.2% | +19.5% | +7.3% |
| 6M | +31.8% | -29.6% | +61.4% | +17.3% |
| YTD | +80.0% | -27.6% | +107.6% | +63.0% |
| 1Y | +175.8% | -36.7% | +212.6% | +139.5% |
| 3Y | +364.2% | -79.8% | +444.1% | +199.2% |
| 5Y | +1,076.9% | -85.9% | +1,162.7% | +652.8% |
| All | +1,076.9% | -85.7% | +1,162.6% | +652.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling