-5.3%
SYK vs ATI
+86.4%
-91.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.7% | +10.1% | +9.4% |
| 7D | +11.7% | +8.3% | +3.4% | +11.6% |
| 30D | +19.1% | -7.3% | +26.3% | +18.9% |
| 3M | +1.4% | -10.5% | +11.9% | +1.4% |
| 6M | +17.4% | +16.4% | +1.1% | +13.7% |
| YTD | -2.5% | +56.1% | -58.6% | -6.0% |
| 1Y | -5.3% | +86.5% | -91.8% | -12.3% |
| All | -5.3% | +86.4% | -91.7% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling