-39.0%
SNAP vs ATI
+91.4%
-130.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +6.3% |
| 7D | -9.8% | +4.7% | -14.5% | -10.4% |
| 30D | -18.2% | -0.2% | -18.0% | -18.3% |
| 3M | -3.1% | -18.5% | +15.4% | -0.4% |
| 6M | -7.1% | +16.4% | -23.5% | -11.9% |
| YTD | -33.8% | +63.4% | -97.2% | -39.8% |
| 1Y | -39.0% | +91.5% | -130.6% | -46.8% |
| All | -39.0% | +91.4% | -130.4% | -46.8% |
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 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