+51.0%
SWKS vs ATI
+1,002.4%
-951.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.3% |
| 7D | +10.9% | +13.0% | -2.1% | +7.1% |
| 30D | +17.6% | +0.2% | +17.4% | +16.9% |
| 3M | +29.2% | -17.5% | +46.7% | +35.2% |
| 6M | +37.0% | +18.1% | +18.8% | +28.7% |
| YTD | +44.9% | +65.7% | -20.8% | +21.9% |
| 1Y | +33.8% | +91.9% | -58.1% | +7.6% |
| 3Y | +10.2% | +335.2% | -325.0% | -31.9% |
| 5Y | -37.0% | +1,004.3% | -1,041.3% | -70.3% |
| All | +51.0% | +1,002.4% | -951.4% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling