+2,011.0%
SO vs ATI
+1,117.2%
+893.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.0% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -4.6% | +2.7% | -7.3% | -4.8% |
| 3M | -3.0% | +16.3% | -19.4% | -4.5% |
| 6M | -8.3% | +30.2% | -38.4% | -10.7% |
| YTD | +3.5% | +83.6% | -80.0% | -2.1% |
| 1Y | -0.9% | +173.0% | -173.9% | -9.5% |
| 3Y | +45.4% | +356.6% | -311.3% | +24.7% |
| 5Y | +59.6% | +1,074.2% | -1,014.6% | +24.3% |
| 10Y | +156.6% | +1,136.2% | -979.6% | +85.6% |
| All | +2,011.0% | +1,117.2% | +893.8% | +1,192.6% |
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