-23.9%
AA vs ATI
+968.1%
-992.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.2% | +0.6% | +3.3% |
| 7D | +4.8% | +6.0% | -1.2% | +1.9% |
| 30D | -0.6% | -3.6% | +3.0% | +0.6% |
| 3M | -16.3% | -18.9% | +2.6% | -8.5% |
| 6M | -33.4% | +16.7% | -50.1% | -39.1% |
| YTD | -20.7% | +61.1% | -81.8% | -38.7% |
| 1Y | +12.9% | +89.3% | -76.4% | -19.1% |
| 3Y | +75.7% | +333.3% | -257.6% | -20.1% |
| 5Y | -6.8% | +954.5% | -961.3% | -72.2% |
| 10Y | +53.6% | +1,067.0% | -1,013.3% | -62.6% |
| All | -23.9% | +968.1% | -992.0% | -86.0% |
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