+167.6%
SYK vs ATI
+1,155.5%
-987.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.2% |
| 7D | -12.3% | -2.7% | -9.6% | -11.9% |
| 30D | -22.4% | -13.5% | -8.9% | -20.3% |
| 3M | -12.3% | +8.5% | -20.9% | -14.4% |
| 6M | -24.3% | +25.2% | -49.5% | -28.5% |
| YTD | -22.8% | +73.4% | -96.2% | -31.9% |
| 1Y | -28.8% | +160.5% | -189.3% | -42.7% |
| 3Y | -4.0% | +347.3% | -351.3% | -33.8% |
| 5Y | +3.8% | +1,049.0% | -1,045.1% | -43.8% |
| All | +167.6% | +1,155.5% | -987.9% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling