+9.3%
AON vs ATI
+13.5%
-4.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +0.9% |
| 7D | +1.0% | +4.2% | -3.1% | +1.7% |
| 30D | +23.2% | -2.5% | +25.7% | +22.5% |
| 3M | -5.0% | -19.4% | +14.4% | -9.4% |
| 6M | +9.3% | +11.1% | -1.7% | +12.8% |
| All | +9.3% | +13.5% | -4.2% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling