+214.0%
ARM vs ATI
+303.0%
-89.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -6.0% | -7.1% | -9.0% |
| 7D | -27.1% | -3.8% | -23.3% | -24.9% |
| 30D | -44.9% | -13.5% | -31.4% | -39.1% |
| 3M | -39.3% | -17.9% | -21.4% | -30.9% |
| 6M | -20.2% | +8.4% | -28.5% | -22.7% |
| YTD | +52.5% | +46.7% | +5.8% | +21.3% |
| 1Y | +4.1% | +74.5% | -70.4% | -26.0% |
| All | +214.0% | +303.0% | -89.0% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling