-26.3%
SKHY vs ATI
-10.4%
-15.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -6.0% | -7.4% | -8.3% |
| 7D | -23.6% | -3.8% | -19.8% | -20.4% |
| 30D | -32.1% | -13.5% | -18.6% | -22.2% |
| 3M | -18.0% | -17.9% | 0.0% | -6.5% |
| All | -26.3% | -10.4% | -15.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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 · Available span rolling