+1,737.9%
ALL vs ATI
+1,117.2%
+620.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.9% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.5% | +2.7% | -4.2% | -2.2% |
| 3M | +23.6% | +16.3% | +7.3% | +19.0% |
| 6M | +22.3% | +30.2% | -7.8% | +14.2% |
| YTD | +26.5% | +83.6% | -57.0% | +9.8% |
| 1Y | +27.0% | +173.0% | -146.0% | +1.0% |
| 3Y | +149.6% | +356.6% | -207.1% | +70.6% |
| 5Y | +118.1% | +1,074.2% | -956.1% | +18.2% |
| 10Y | +369.0% | +1,136.2% | -767.2% | +116.4% |
| All | +1,737.9% | +1,117.2% | +620.7% | +531.2% |
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 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