+1,393.9%
ATI vs SPXS
-100.0%
+1,493.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +3.7% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | +2.7% | +0.8% | +1.9% | +3.3% |
| 3M | +16.3% | -4.7% | +21.0% | +15.0% |
| 6M | +30.2% | -29.6% | +59.8% | +11.2% |
| YTD | +83.6% | -29.8% | +113.4% | +57.4% |
| 1Y | +173.0% | -38.9% | +211.9% | +119.8% |
| 3Y | +356.6% | -79.6% | +436.3% | +136.9% |
| 5Y | +1,074.2% | -85.9% | +1,160.1% | +518.7% |
| 10Y | +1,136.2% | -99.5% | +1,235.7% | +61.5% |
| All | +1,393.9% | -100.0% | +1,493.9% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling