+195.6%
SWKS vs ATI
+1,117.2%
-921.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.5% |
| 7D | +12.5% | -0.1% | +12.6% | +12.5% |
| 30D | +10.5% | +2.7% | +7.8% | +9.2% |
| 3M | -7.4% | +16.3% | -23.7% | -12.3% |
| 6M | +32.7% | +30.2% | +2.5% | +19.7% |
| YTD | +19.2% | +83.6% | -64.4% | -4.4% |
| 1Y | +2.4% | +173.0% | -170.6% | -28.2% |
| 3Y | -25.6% | +356.6% | -382.3% | -57.4% |
| 5Y | -53.4% | +1,074.2% | -1,127.6% | -81.2% |
| 10Y | +23.2% | +1,136.2% | -1,113.0% | -60.6% |
| All | +195.6% | +1,117.2% | -921.6% | -37.3% |
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