+194.9%
SO vs ATI
+1,024.4%
-829.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | -0.1% | +1.3% | -1.4% | -0.3% |
| 30D | +8.7% | -4.8% | +13.4% | +8.9% |
| 3M | +3.4% | -19.9% | +23.3% | +5.2% |
| 6M | +3.7% | +15.4% | -11.7% | +1.6% |
| YTD | +10.0% | +59.2% | -49.2% | +4.0% |
| 1Y | +6.6% | +86.3% | -79.7% | -0.9% |
| 3Y | +52.5% | +318.2% | -265.7% | +26.5% |
| 5Y | +76.1% | +958.6% | -882.6% | +27.3% |
| 10Y | +194.9% | +996.8% | -801.9% | +87.1% |
| All | +194.9% | +1,024.4% | -829.5% | +87.1% |
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