+1,302.1%
AON vs ATI
+957.9%
+344.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.0% |
| 7D | +1.0% | +4.2% | -3.1% | +0.4% |
| 30D | +23.2% | -2.5% | +25.7% | +23.2% |
| 3M | -5.0% | -19.4% | +14.4% | -2.6% |
| 6M | +9.3% | +11.1% | -1.7% | +6.5% |
| YTD | -3.4% | +59.5% | -63.0% | -11.4% |
| 1Y | -2.9% | +85.8% | -88.6% | -12.9% |
| 3Y | +3.6% | +311.9% | -308.3% | -19.8% |
| 5Y | +16.9% | +963.2% | -946.4% | -23.2% |
| 10Y | +234.4% | +977.6% | -743.3% | +96.4% |
| All | +1,302.1% | +957.9% | +344.2% | +503.2% |
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