+186.8%
SO vs ATI
+1,119.3%
-932.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.8% | +0.9% |
| 7D | -1.1% | +6.0% | -7.1% | -1.7% |
| 30D | +8.6% | -3.6% | +12.2% | +8.7% |
| 3M | +1.8% | -18.9% | +20.7% | +3.5% |
| 6M | +3.6% | +16.7% | -13.1% | +1.4% |
| YTD | +9.9% | +61.1% | -51.1% | +3.9% |
| 1Y | +5.7% | +89.3% | -83.6% | -1.8% |
| 3Y | +52.5% | +333.3% | -280.8% | +26.1% |
| 5Y | +77.3% | +954.5% | -877.2% | +28.7% |
| 10Y | +186.8% | +1,067.0% | -880.2% | +84.3% |
| All | +186.8% | +1,119.3% | -932.5% | +84.3% |
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