+338.3%
SU vs ATI
+1,029.4%
-691.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.2% | -5.6% | +7.9% | +3.5% |
| 30D | +8.4% | -13.7% | +22.2% | +11.7% |
| 3M | +12.1% | -0.4% | +12.5% | +11.4% |
| 6M | +19.7% | +26.2% | -6.6% | +11.1% |
| YTD | +58.4% | +73.2% | -14.8% | +34.6% |
| 1Y | +67.2% | +161.6% | -94.4% | +26.0% |
| 3Y | +125.0% | +346.2% | -221.1% | +34.5% |
| All | +338.3% | +1,029.4% | -691.1% | +64.6% |
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 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