+371.6%
ALL vs ATI
+961.4%
-589.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.9% |
| 7D | +5.0% | +4.2% | +0.9% | +4.3% |
| 30D | +13.3% | -2.5% | +15.9% | +13.3% |
| 3M | +3.2% | -19.4% | +22.6% | +6.2% |
| 6M | +25.3% | +11.1% | +14.3% | +21.5% |
| YTD | +30.5% | +59.5% | -29.1% | +17.8% |
| 1Y | +29.2% | +85.8% | -56.6% | +13.5% |
| 3Y | +119.1% | +311.9% | -192.8% | +59.0% |
| 5Y | +162.6% | +963.2% | -800.6% | +54.1% |
| All | +371.6% | +961.4% | -589.7% | +149.2% |
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 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