+30.5%
SNOW vs ATI
+2,159.7%
-2,129.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +8.4% | +2.4% | +6.0% | +7.8% |
| 30D | -1.0% | -9.5% | +8.5% | +1.0% |
| 3M | +38.3% | +10.4% | +27.9% | +34.7% |
| 6M | +81.3% | +31.8% | +49.5% | +68.4% |
| YTD | +51.1% | +80.0% | -28.9% | +29.9% |
| 1Y | +47.0% | +175.8% | -128.9% | +13.5% |
| 3Y | +99.7% | +364.2% | -264.5% | +34.6% |
| 5Y | +3.6% | +1,076.9% | -1,073.3% | -37.3% |
| All | +30.5% | +2,159.7% | -2,129.2% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling