+219.8%
ARM vs ATI
+320.9%
-101.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.6% | +9.4% | +10.2% |
| 7D | +6.0% | +4.7% | +1.3% | +3.4% |
| 30D | -20.3% | -0.2% | -20.1% | -20.0% |
| 3M | -24.4% | -18.5% | -5.9% | -13.1% |
| 6M | -4.4% | +16.4% | -20.7% | -12.3% |
| YTD | +86.0% | +63.4% | +22.6% | +37.2% |
| 1Y | +35.8% | +91.5% | -55.7% | -9.8% |
| 3Y | +289.1% | +329.2% | -40.2% | +35.7% |
| All | +219.8% | +320.9% | -101.1% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling