-37.6%
SMCI vs ATI
+86.4%
-124.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.2% |
| 7D | -17.3% | +8.3% | -25.7% | -22.6% |
| 30D | -31.5% | -7.3% | -24.2% | -27.9% |
| 3M | -6.6% | -10.5% | +3.9% | -0.8% |
| 6M | +6.0% | +16.4% | -10.4% | -8.3% |
| YTD | +1.1% | +56.1% | -54.9% | -29.7% |
| 1Y | -37.6% | +86.5% | -124.1% | -62.0% |
| All | -37.6% | +86.4% | -124.0% | -62.0% |
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 · 6 months rolling