+47.9%
SO vs ATI
+320.9%
-272.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -0.9% |
| 7D | -1.5% | +6.2% | -7.6% | -1.2% |
| 30D | +8.1% | -7.1% | +15.2% | +7.9% |
| 3M | +0.2% | -21.3% | +21.5% | -0.4% |
| 6M | +0.4% | +6.5% | -6.1% | +0.6% |
| YTD | +8.5% | +53.2% | -44.7% | +10.1% |
| 1Y | +4.9% | +82.7% | -77.8% | +7.1% |
| 3Y | +47.9% | +314.3% | -266.4% | +55.9% |
| All | +47.9% | +320.9% | -272.9% | +55.9% |
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