+19.3%
ARM vs ATI
+86.4%
-67.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -4.7% |
| 7D | -18.7% | +8.3% | -27.0% | -23.9% |
| 30D | -36.7% | -7.3% | -29.4% | -32.9% |
| 3M | -31.6% | -10.5% | -21.1% | -26.2% |
| 6M | -5.6% | +16.4% | -22.0% | -14.1% |
| YTD | +75.5% | +56.1% | +19.4% | +39.3% |
| 1Y | +19.3% | +86.5% | -67.2% | -8.5% |
| All | +19.3% | +86.4% | -67.1% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling