+16.0%
AA vs ATI
+86.4%
-70.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +3.0% |
| 7D | +0.9% | +8.3% | -7.4% | -2.6% |
| 30D | -6.4% | -7.3% | +0.8% | -3.8% |
| 3M | -13.0% | -10.5% | -2.4% | -9.7% |
| 6M | -34.6% | +16.4% | -51.0% | -39.9% |
| YTD | -23.0% | +56.1% | -79.1% | -50.2% |
| 1Y | +16.0% | +86.5% | -70.5% | -36.3% |
| All | +16.0% | +86.4% | -70.4% | -36.3% |
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