+296.4%
ARM vs ATI
+372.8%
-76.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.0% | +0.9% | +1.9% |
| 7D | +5.5% | -0.1% | +5.5% | +5.5% |
| 30D | -8.2% | +2.7% | -10.9% | -10.2% |
| 3M | -35.9% | +16.3% | -52.2% | -41.9% |
| 6M | +103.1% | +30.2% | +72.9% | +71.7% |
| YTD | +130.6% | +83.6% | +47.1% | +56.9% |
| 1Y | +86.1% | +173.0% | -86.9% | -3.9% |
| All | +296.4% | +372.8% | -76.4% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling