+684.5%
SNPS vs ATI
+1,024.4%
-339.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.3% |
| 7D | -0.6% | +1.3% | -2.0% | -0.8% |
| 30D | -9.8% | -4.8% | -5.1% | -9.1% |
| 3M | +11.7% | -19.9% | +31.7% | +15.9% |
| 6M | -10.9% | +15.4% | -26.3% | -13.4% |
| YTD | -2.1% | +59.2% | -61.3% | -10.4% |
| 1Y | +14.8% | +86.3% | -71.5% | +2.2% |
| 3Y | -11.3% | +318.2% | -329.6% | -32.4% |
| 5Y | +36.2% | +958.6% | -922.4% | -11.1% |
| 10Y | +684.5% | +996.8% | -312.3% | +388.0% |
| All | +684.5% | +1,024.4% | -339.9% | +388.0% |
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 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