-43.6%
SWKS vs ATI
+871.8%
-915.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | -0.2% |
| 7D | -6.2% | +6.2% | -12.3% | -8.1% |
| 30D | -1.5% | -7.1% | +5.6% | +0.3% |
| 3M | +23.0% | -21.3% | +44.3% | +31.8% |
| 6M | +27.6% | +6.5% | +21.1% | +22.4% |
| YTD | +32.3% | +53.2% | -20.9% | +9.3% |
| 1Y | +20.1% | +82.7% | -62.6% | -7.3% |
| 3Y | +0.6% | +314.3% | -313.7% | -45.2% |
| All | -43.6% | +871.8% | -915.3% | -77.0% |
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