+19.1%
AA vs ATI
+1,101.9%
-1,082.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.4% |
| 7D | +1.7% | +3.2% | -1.5% | -0.2% |
| 30D | +3.3% | -9.0% | +12.3% | +8.5% |
| 3M | -29.4% | +15.1% | -44.5% | -35.4% |
| 6M | -12.8% | +38.1% | -50.9% | -28.9% |
| YTD | -2.1% | +80.7% | -82.8% | -31.9% |
| 1Y | +62.8% | +167.5% | -104.7% | -9.9% |
| 3Y | +90.5% | +366.0% | -275.5% | -32.3% |
| 5Y | +19.1% | +1,088.8% | -1,069.7% | -72.7% |
| All | +19.1% | +1,101.9% | -1,082.8% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling