+556.6%
SNPS vs ATI
+1,051.1%
-494.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -5.5% | +3.2% | -8.7% | -6.0% |
| 30D | -5.8% | -9.0% | +3.2% | -4.3% |
| 3M | -17.2% | +15.1% | -32.3% | -19.4% |
| 6M | -10.4% | +38.1% | -48.5% | -15.7% |
| YTD | -16.5% | +80.7% | -97.2% | -25.2% |
| 1Y | -35.6% | +167.5% | -203.1% | -46.2% |
| 3Y | -14.6% | +366.0% | -380.6% | -36.1% |
| 5Y | +16.5% | +1,088.8% | -1,072.3% | -25.5% |
| 10Y | +556.6% | +1,055.0% | -498.4% | +298.7% |
| All | +556.6% | +1,051.1% | -494.6% | +298.7% |
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 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