+224.3%
SWKS vs ATI
+872.7%
-648.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -0.1% |
| 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% | +27.6% |
| 6M | +12.9% | +8.4% | +4.5% | +7.7% |
| YTD | +30.7% | +46.7% | -16.0% | +11.8% |
| 1Y | +14.1% | +74.5% | -60.3% | -8.0% |
| 3Y | -1.7% | +303.7% | -305.4% | -41.8% |
| 5Y | -43.0% | +848.9% | -891.9% | -75.4% |
| 10Y | +34.3% | +1,089.7% | -1,055.4% | -56.6% |
| All | +224.3% | +872.7% | -648.4% | -26.8% |
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