+7.5%
SMR vs ATI
+703.3%
-695.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +13.1% | +2.4% | +10.7% | +11.3% |
| 30D | +17.8% | -9.5% | +27.2% | +24.6% |
| 3M | +8.1% | +10.4% | -2.3% | +1.5% |
| 6M | -11.1% | +31.8% | -42.9% | -25.0% |
| YTD | -23.7% | +80.0% | -103.7% | -46.3% |
| 1Y | -69.4% | +175.8% | -245.2% | -83.0% |
| 3Y | +82.6% | +364.2% | -281.6% | -20.4% |
| All | +7.5% | +703.3% | -695.9% | -58.1% |
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