+214.2%
ARM vs ATI
+326.8%
-112.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.7% |
| 7D | +19.8% | +13.0% | +6.9% | +10.4% |
| 30D | -21.8% | +0.2% | -22.0% | -21.7% |
| 3M | -26.5% | -17.5% | -9.0% | -16.3% |
| 6M | -3.9% | +18.1% | -22.0% | -12.8% |
| YTD | +82.8% | +65.7% | +17.1% | +33.4% |
| 1Y | +34.3% | +91.9% | -57.6% | -11.0% |
| 3Y | +282.2% | +335.2% | -53.0% | +32.0% |
| All | +214.2% | +326.8% | -112.7% | +17.9% |
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