+1,007.5%
ASX vs ATI
+1,017.6%
-10.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.6% | +4.0% | +5.8% |
| 7D | +0.8% | +4.7% | -3.9% | 0.0% |
| 30D | -20.4% | -0.2% | -20.2% | -19.9% |
| 3M | -2.1% | -18.5% | +16.3% | +4.0% |
| 6M | +8.2% | +16.4% | -8.1% | +5.1% |
| YTD | +137.3% | +63.4% | +73.9% | +111.2% |
| 1Y | +155.0% | +91.5% | +63.5% | +118.1% |
| 3Y | +397.9% | +329.2% | +68.7% | +242.2% |
| 5Y | +529.2% | +966.7% | -437.5% | +247.4% |
| 10Y | +1,007.5% | +1,003.8% | +3.7% | +467.7% |
| All | +1,007.5% | +1,017.6% | -10.1% | +467.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling