-79.9%
SMR vs ATI
+81.3%
-161.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -0.5% |
| 7D | -8.3% | +4.2% | -12.4% | -11.1% |
| 30D | -20.1% | -2.5% | -17.5% | -18.7% |
| 3M | -52.7% | -19.4% | -33.3% | -44.2% |
| 6M | -61.0% | +11.1% | -72.1% | -66.1% |
| YTD | -67.1% | +59.5% | -126.7% | -83.5% |
| 1Y | -79.9% | +85.8% | -165.6% | -91.7% |
| All | -79.9% | +81.3% | -161.2% | -91.7% |
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