+111.5%
SYY vs ATI
+1,155.5%
-1,044.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.8% |
| 7D | +1.5% | -2.7% | +4.2% | +2.1% |
| 30D | -2.3% | -13.5% | +11.2% | +1.0% |
| 3M | +5.5% | +8.5% | -3.0% | +2.5% |
| 6M | -1.0% | +25.2% | -26.1% | -7.6% |
| YTD | +14.1% | +73.4% | -59.3% | -2.0% |
| 1Y | +5.6% | +160.5% | -154.9% | -18.7% |
| 3Y | +27.9% | +347.3% | -319.4% | -19.6% |
| 5Y | +22.7% | +1,049.0% | -1,026.2% | -44.6% |
| All | +111.5% | +1,155.5% | -1,044.0% | -23.2% |
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