+1,704.2%
ALL vs ATI
+915.7%
+788.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -5.3% |
| 7D | -1.9% | +6.2% | -8.1% | -3.2% |
| 30D | +13.8% | -7.1% | +20.9% | +14.9% |
| 3M | -7.0% | -21.3% | +14.3% | -3.1% |
| 6M | +18.0% | +6.5% | +11.5% | +14.7% |
| YTD | +24.2% | +53.2% | -29.0% | +11.0% |
| 1Y | +31.2% | +82.7% | -51.5% | +13.0% |
| 3Y | +107.5% | +314.3% | -206.8% | +43.9% |
| 5Y | +144.8% | +890.9% | -746.1% | +37.0% |
| 10Y | +375.8% | +1,142.3% | -766.6% | +119.1% |
| All | +1,704.2% | +915.7% | +788.4% | +538.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling