-0.6%
SWKS vs ATI
+303.0%
-303.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -0.2% |
| 7D | -9.2% | -3.8% | -5.4% | -8.2% |
| 30D | -1.9% | -13.5% | +11.6% | +2.2% |
| 3M | +21.2% | -17.9% | +39.2% | +27.7% |
| 6M | +12.9% | +8.4% | +4.5% | +6.9% |
| YTD | +30.7% | +46.7% | -16.0% | +8.1% |
| 1Y | +14.1% | +74.5% | -60.3% | -12.2% |
| All | -0.6% | +303.0% | -303.6% | -47.4% |
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