+1,197.4%
SNPS vs ATI
+872.7%
+324.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.0% | +1.1% | -3.8% |
| 7D | -10.2% | -3.8% | -6.4% | -9.5% |
| 30D | -12.8% | -13.5% | +0.7% | -10.5% |
| 3M | +9.9% | -17.9% | +27.8% | +13.7% |
| 6M | -12.4% | +8.4% | -20.7% | -14.1% |
| YTD | -6.3% | +46.7% | -52.9% | -13.5% |
| 1Y | +7.6% | +74.5% | -66.8% | -3.9% |
| 3Y | -9.8% | +303.7% | -313.5% | -32.4% |
| 5Y | +29.2% | +848.9% | -819.7% | -18.9% |
| 10Y | +663.8% | +1,089.7% | -425.9% | +303.5% |
| All | +1,197.4% | +872.7% | +324.7% | +413.2% |
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 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