-81.4%
SMR vs ATI
+93.9%
-175.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.4% | -9.2% | -8.9% |
| 7D | +10.3% | +13.0% | -2.7% | +0.8% |
| 30D | -25.7% | +0.2% | -25.9% | -25.9% |
| 3M | -49.7% | -17.5% | -32.3% | -41.7% |
| 6M | -59.8% | +18.1% | -77.9% | -66.8% |
| YTD | -66.0% | +65.7% | -131.7% | -83.8% |
| 1Y | -81.4% | +91.9% | -173.4% | -92.6% |
| All | -81.4% | +93.9% | -175.3% | -92.6% |
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 · 6 months rolling