-9.3%
AA vs ATI
+1,117.2%
-1,126.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -3.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.8% |
| 30D | +5.0% | +2.7% | +2.3% | +3.2% |
| 3M | -35.8% | +16.3% | -52.1% | -40.7% |
| 6M | -18.4% | +30.2% | -48.6% | -29.4% |
| YTD | -5.5% | +83.6% | -89.0% | -30.8% |
| 1Y | +61.0% | +173.0% | -112.0% | -2.8% |
| 3Y | +66.2% | +356.6% | -290.4% | -25.6% |
| 5Y | +11.4% | +1,074.2% | -1,062.8% | -68.4% |
| 10Y | +116.9% | +1,136.2% | -1,019.3% | -48.9% |
| All | -9.3% | +1,117.2% | -1,126.5% | -84.2% |
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