+94.5%
AAPL vs ATI
+334.9%
-240.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | +3.2% | +13.0% | -9.8% | +1.5% |
| 30D | +4.1% | +0.2% | +3.9% | +3.8% |
| 3M | +17.5% | -17.5% | +35.0% | +20.6% |
| 6M | +20.6% | +18.1% | +2.5% | +15.5% |
| YTD | +31.0% | +65.7% | -34.7% | +16.6% |
| 1Y | +30.2% | +91.9% | -61.7% | +12.4% |
| All | +94.5% | +334.9% | -240.3% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling