+11.5%
SPMO vs ATI
+86.4%
-75.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | -8.9% | +8.3% | -17.2% | -11.4% |
| 30D | -13.8% | -7.3% | -6.5% | -11.7% |
| 3M | -12.5% | -10.5% | -2.0% | -9.8% |
| 6M | -1.5% | +16.4% | -17.9% | -6.7% |
| YTD | +11.3% | +56.1% | -44.7% | -5.6% |
| 1Y | +11.5% | +86.5% | -75.1% | -12.0% |
| All | +11.5% | +86.4% | -75.0% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling