+125.4%
SU vs ATI
+341.5%
-216.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.5% | +0.2% |
| 7D | +1.7% | -2.7% | +4.4% | +1.9% |
| 30D | +9.6% | -13.5% | +23.1% | +11.0% |
| 3M | +11.7% | +8.5% | +3.2% | +10.3% |
| 6M | +21.9% | +25.2% | -3.3% | +17.8% |
| YTD | +58.6% | +73.4% | -14.8% | +44.9% |
| 1Y | +66.5% | +160.5% | -94.0% | +41.5% |
| All | +125.4% | +341.5% | -216.2% | +77.2% |
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