+4,495.9%
SMCI vs ATI
+134.1%
+4,361.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | +9.7% | +3.2% | +6.5% | +8.6% |
| 30D | +29.3% | -9.0% | +38.3% | +33.3% |
| 3M | -8.5% | +15.1% | -23.6% | -12.2% |
| 6M | +28.6% | +38.1% | -9.5% | +17.4% |
| YTD | +37.5% | +80.7% | -43.1% | +15.4% |
| 1Y | +0.5% | +167.5% | -167.0% | -25.8% |
| 3Y | +43.4% | +366.0% | -322.5% | -11.5% |
| 5Y | +1,008.2% | +1,088.8% | -80.6% | +403.8% |
| 10Y | +1,776.0% | +1,055.0% | +721.1% | +607.0% |
| All | +4,495.9% | +134.1% | +4,361.8% | +1,742.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling