+365.6%
ALL vs ATI
+1,059.6%
-693.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -5.2% |
| 7D | -1.9% | +6.2% | -8.1% | -3.0% |
| 30D | +13.8% | -7.1% | +20.9% | +14.7% |
| 3M | -7.0% | -21.3% | +14.3% | -3.9% |
| 6M | +18.0% | +6.5% | +11.5% | +15.2% |
| YTD | +24.2% | +53.2% | -29.0% | +12.9% |
| 1Y | +31.2% | +82.7% | -51.5% | +15.5% |
| 3Y | +107.5% | +314.3% | -206.8% | +50.2% |
| 5Y | +144.8% | +890.9% | -746.1% | +45.4% |
| All | +365.6% | +1,059.6% | -693.9% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling