+151.5%
SPMO vs ATI
+1,086.3%
-934.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.7% | +2.4% | +0.3% | +2.1% |
| 30D | +1.1% | -9.5% | +10.6% | +3.5% |
| 3M | +2.0% | +10.4% | -8.3% | -0.5% |
| 6M | +26.5% | +31.8% | -5.3% | +18.0% |
| YTD | +26.5% | +80.0% | -53.5% | +9.8% |
| 1Y | +27.9% | +175.8% | -147.9% | +0.5% |
| 3Y | +160.4% | +364.2% | -203.9% | +76.5% |
| 5Y | +151.5% | +1,076.9% | -925.4% | +43.1% |
| All | +151.5% | +1,086.3% | -934.8% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling