+921.6%
SMCI vs ATI
+1,021.8%
-100.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -2.2% |
| 7D | -1.3% | -2.7% | +1.4% | +0.1% |
| 30D | +18.3% | -13.5% | +31.8% | +27.0% |
| 3M | +27.7% | +8.5% | +19.2% | +23.0% |
| 6M | +17.6% | +25.2% | -7.6% | +7.0% |
| YTD | +27.7% | +73.4% | -45.7% | +0.7% |
| 1Y | -14.9% | +160.5% | -175.4% | -44.2% |
| 3Y | +33.2% | +347.3% | -314.1% | -31.2% |
| 5Y | +921.6% | +1,049.0% | -127.4% | +290.5% |
| All | +921.6% | +1,021.8% | -100.2% | +290.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling