-12.9%
SNPS vs ATI
+318.7%
-331.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.6% |
| 7D | +1.1% | +4.2% | -3.1% | 0.0% |
| 30D | -5.2% | -2.5% | -2.6% | -4.7% |
| 3M | +10.6% | -19.4% | +30.0% | +16.2% |
| 6M | -10.6% | +11.1% | -21.7% | -13.5% |
| YTD | -3.1% | +59.5% | -62.6% | -15.5% |
| 1Y | +15.6% | +85.8% | -70.2% | -3.3% |
| 3Y | -12.9% | +311.9% | -324.8% | -41.2% |
| All | -12.9% | +318.7% | -331.6% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling