+174.6%
ARM vs ATI
+294.6%
-120.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.4% | +0.3% | +1.7% |
| 7D | -15.2% | +6.2% | -21.4% | -18.5% |
| 30D | -40.7% | -7.1% | -33.6% | -37.6% |
| 3M | -39.1% | -21.3% | -17.8% | -28.4% |
| 6M | -26.4% | +6.5% | -32.9% | -28.5% |
| YTD | +59.7% | +53.2% | +6.6% | +22.9% |
| 1Y | +10.3% | +82.7% | -72.4% | -24.4% |
| 3Y | +228.9% | +314.3% | -85.5% | +17.1% |
| All | +174.6% | +294.6% | -120.0% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling