-53.7%
SMR vs ATI
+612.1%
-665.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -1.1% |
| 7D | -8.3% | +4.2% | -12.4% | -10.5% |
| 30D | -20.1% | -2.5% | -17.5% | -19.0% |
| 3M | -52.7% | -19.4% | -33.3% | -46.7% |
| 6M | -61.0% | +11.1% | -72.1% | -63.8% |
| YTD | -67.1% | +59.5% | -126.7% | -75.3% |
| 1Y | -79.9% | +85.8% | -165.6% | -86.1% |
| 3Y | +101.7% | +311.9% | -210.2% | -5.7% |
| All | -53.7% | +612.1% | -665.8% | -80.7% |
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 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