+369.0%
ALL vs ATI
+1,017.6%
-648.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | -2.6% | +4.7% | -7.3% | -3.4% |
| 30D | +12.7% | -0.2% | +13.0% | +12.3% |
| 3M | +0.4% | -18.5% | +18.9% | +3.2% |
| 6M | +23.8% | +16.4% | +7.4% | +19.1% |
| YTD | +27.8% | +63.4% | -35.6% | +15.0% |
| 1Y | +28.9% | +91.5% | -62.6% | +12.6% |
| 3Y | +113.9% | +329.2% | -215.4% | +54.1% |
| 5Y | +157.4% | +966.7% | -809.3% | +51.1% |
| 10Y | +369.0% | +1,003.8% | -634.8% | +145.6% |
| All | +369.0% | +1,017.6% | -648.6% | +145.6% |
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