+41.6%
AA vs ATI
+961.4%
-919.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +2.0% | +0.2% |
| 7D | +0.5% | +4.2% | -3.6% | -1.5% |
| 30D | -0.6% | -2.5% | +1.9% | +0.2% |
| 3M | -19.7% | -19.4% | -0.2% | -11.3% |
| 6M | -41.6% | +11.1% | -52.7% | -45.7% |
| YTD | -24.6% | +59.5% | -84.2% | -43.0% |
| 1Y | +4.9% | +85.8% | -80.9% | -26.7% |
| 3Y | +66.8% | +311.9% | -245.1% | -28.8% |
| 5Y | -19.4% | +963.2% | -982.7% | -79.0% |
| All | +41.6% | +961.4% | -919.8% | -64.1% |
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