+145.0%
ALL vs ATI
+871.8%
-726.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -4.9% |
| 7D | -1.9% | +6.2% | -8.1% | -2.6% |
| 30D | +13.8% | -7.1% | +20.9% | +14.4% |
| 3M | -7.0% | -21.3% | +14.3% | -5.0% |
| 6M | +18.0% | +6.5% | +11.5% | +16.0% |
| YTD | +24.2% | +53.2% | -29.0% | +15.6% |
| 1Y | +31.2% | +82.7% | -51.5% | +19.1% |
| 3Y | +107.5% | +314.3% | -206.8% | +56.0% |
| All | +145.0% | +871.8% | -726.7% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling