+12.8%
ARM vs ATI
+77.9%
-65.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.4% | +0.3% | +1.1% |
| 7D | -15.2% | +6.2% | -21.4% | -19.0% |
| 30D | -40.7% | -7.1% | -33.6% | -36.9% |
| 3M | -39.1% | -21.3% | -17.8% | -25.9% |
| 6M | -26.4% | +6.5% | -32.9% | -29.2% |
| YTD | +59.7% | +53.2% | +6.6% | +28.5% |
| All | +12.8% | +77.9% | -65.2% | -12.4% |
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