+495.9%
SPMO vs ATI
+905.4%
-409.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.0% |
| 7D | +6.3% | +4.2% | +2.2% | +5.7% |
| 30D | -8.9% | -2.5% | -6.3% | -8.6% |
| 3M | -13.2% | -19.4% | +6.2% | -10.6% |
| 6M | -9.3% | +11.1% | -20.3% | -10.9% |
| YTD | +11.6% | +59.5% | -48.0% | +3.8% |
| 1Y | +13.4% | +85.8% | -72.4% | +3.2% |
| 3Y | +122.9% | +311.9% | -189.0% | +78.7% |
| 5Y | +113.9% | +963.2% | -849.3% | +51.0% |
| 10Y | +460.5% | +977.6% | -517.1% | +273.0% |
| All | +495.9% | +905.4% | -409.5% | +302.1% |
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 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