+2,400.3%
SU vs ATI
+1,097.9%
+1,302.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -1.0% | +3.2% | -4.1% | -2.0% |
| 30D | +13.7% | -9.0% | +22.7% | +16.9% |
| 3M | +8.0% | +15.1% | -7.1% | +1.9% |
| 6M | +21.0% | +38.1% | -17.1% | +5.9% |
| YTD | +56.2% | +80.7% | -24.4% | +24.8% |
| 1Y | +72.2% | +167.5% | -95.3% | +19.9% |
| 3Y | +118.1% | +366.0% | -247.9% | +19.1% |
| 5Y | +350.3% | +1,088.8% | -738.4% | +73.5% |
| 10Y | +248.5% | +1,055.0% | -806.5% | +13.9% |
| All | +2,400.3% | +1,097.9% | +1,302.4% | +707.5% |
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