-14.8%
AA vs ATI
+871.8%
-886.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +0.5% |
| 7D | +0.9% | +6.2% | -5.3% | -2.5% |
| 30D | -6.7% | -7.1% | +0.4% | -3.5% |
| 3M | -16.3% | -21.3% | +5.0% | -5.8% |
| 6M | -37.1% | +6.5% | -43.6% | -40.7% |
| YTD | -25.0% | +53.2% | -78.2% | -43.8% |
| 1Y | +8.6% | +82.7% | -74.1% | -26.4% |
| 3Y | +57.2% | +314.3% | -257.1% | -42.6% |
| All | -14.8% | +871.8% | -886.6% | -80.1% |
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 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