-3.6%
SMR vs ATI
+719.3%
-722.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -2.3% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +3.4% | +2.7% | +0.7% | +1.1% |
| 3M | -19.2% | +16.3% | -35.5% | -26.4% |
| 6M | -22.6% | +30.2% | -52.8% | -34.2% |
| YTD | -31.5% | +83.6% | -115.1% | -52.3% |
| 1Y | -73.1% | +173.0% | -246.1% | -85.0% |
| 3Y | +55.0% | +356.6% | -301.7% | -32.5% |
| All | -3.6% | +719.3% | -722.9% | -62.8% |
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