+2,979.8%
ASX vs ATI
+1,292.8%
+1,687.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.4% | +2.0% | +5.2% |
| 7D | -19.9% | +6.2% | -26.1% | -21.0% |
| 30D | -30.9% | -7.1% | -23.8% | -29.1% |
| 3M | -15.1% | -21.3% | +6.2% | -9.0% |
| 6M | -6.5% | +6.5% | -13.0% | -7.1% |
| YTD | +98.4% | +53.2% | +45.3% | +79.0% |
| 1Y | +107.9% | +82.7% | +25.1% | +78.9% |
| 3Y | +325.3% | +314.3% | +11.0% | +188.5% |
| 5Y | +447.3% | +890.9% | -443.6% | +189.5% |
| 10Y | +763.2% | +1,142.3% | -379.1% | +261.9% |
| All | +2,979.8% | +1,292.8% | +1,687.0% | +834.0% |
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