+185.4%
ARM vs ATI
+310.1%
-124.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.8% |
| 7D | -10.4% | +1.3% | -11.7% | -10.7% |
| 30D | -31.8% | -4.8% | -27.1% | -29.4% |
| 3M | -32.2% | -19.9% | -12.3% | -21.3% |
| 6M | -14.9% | +15.4% | -30.3% | -21.5% |
| YTD | +66.0% | +59.2% | +6.8% | +24.4% |
| 1Y | +17.2% | +86.3% | -69.0% | -20.8% |
| 3Y | +247.2% | +318.2% | -71.0% | +23.1% |
| All | +185.4% | +310.1% | -124.7% | +10.0% |
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