+725.3%
SYY vs ATI
+1,117.2%
-391.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.8% |
| 7D | -2.3% | -0.1% | -2.3% | -2.3% |
| 30D | -4.9% | +2.7% | -7.6% | -5.5% |
| 3M | +8.4% | +16.3% | -7.9% | +5.1% |
| 6M | -7.4% | +30.2% | -37.5% | -12.2% |
| YTD | +11.0% | +83.6% | -72.6% | -0.8% |
| 1Y | -0.2% | +173.0% | -173.2% | -17.0% |
| 3Y | +23.8% | +356.6% | -332.9% | -9.0% |
| 5Y | +18.1% | +1,074.2% | -1,056.1% | -28.2% |
| 10Y | +94.6% | +1,136.2% | -1,041.6% | +7.2% |
| All | +725.3% | +1,117.2% | -391.9% | +234.2% |
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 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