+5,123.4%
ASML vs ATI
+934.8%
+4,188.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -10.0% | +8.3% | -18.4% | -12.3% |
| 30D | -19.4% | -7.3% | -12.2% | -17.7% |
| 3M | -12.5% | -10.5% | -2.0% | -9.7% |
| 6M | +8.2% | +16.4% | -8.2% | +3.3% |
| YTD | +40.7% | +56.1% | -15.3% | +22.8% |
| 1Y | +46.1% | +86.5% | -40.4% | +20.7% |
| 3Y | +138.5% | +329.5% | -191.0% | +47.2% |
| 5Y | +84.2% | +979.5% | -895.3% | -16.3% |
| 10Y | +1,505.1% | +1,165.7% | +339.5% | +464.2% |
| All | +5,123.4% | +934.8% | +4,188.6% | +720.4% |
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 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