+32.8%
SNOW vs ATI
+2,204.7%
-2,171.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.0% | -8.4% | -6.0% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +6.4% | +2.7% | +3.7% | +5.6% |
| 3M | +38.1% | +16.3% | +21.8% | +33.0% |
| 6M | +100.4% | +30.2% | +70.2% | +86.6% |
| YTD | +53.7% | +83.6% | -29.8% | +31.5% |
| 1Y | +52.0% | +173.0% | -121.1% | +17.7% |
| 3Y | +114.7% | +356.6% | -242.0% | +44.8% |
| 5Y | +8.8% | +1,074.2% | -1,065.4% | -34.4% |
| All | +32.8% | +2,204.7% | -2,171.9% | -6.0% |
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