-91.0%
SNDQ vs ATI
+15.6%
-106.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.7% | +16.0% | +14.0% |
| 7D | +66.1% | +8.3% | +57.8% | +92.0% |
| 30D | +122.5% | -7.3% | +129.8% | +94.1% |
| 3M | +11.6% | -10.5% | +22.1% | -8.6% |
| 6M | -82.2% | +16.4% | -98.6% | -74.9% |
| All | -91.0% | +15.6% | -106.6% | -87.4% |
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