+1,205.4%
AON vs ATI
+1,097.9%
+107.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -3.2% | +3.2% | -6.4% | -3.7% |
| 30D | -11.9% | -9.0% | -2.9% | -10.7% |
| 3M | -2.9% | +15.1% | -18.0% | -5.3% |
| 6M | -6.8% | +38.1% | -45.0% | -12.0% |
| YTD | -10.1% | +80.7% | -90.7% | -18.5% |
| 1Y | -14.2% | +167.5% | -181.7% | -27.0% |
| 3Y | -3.3% | +366.0% | -369.3% | -26.2% |
| 5Y | +13.6% | +1,088.8% | -1,075.2% | -26.4% |
| 10Y | +209.2% | +1,055.0% | -845.8% | +79.9% |
| All | +1,205.4% | +1,097.9% | +107.5% | +454.4% |
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