+1,088.8%
ATI vs A
-14.2%
+1,103.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.5% |
| 7D | +3.2% | -2.1% | +5.2% | +4.0% |
| 30D | -9.0% | +0.6% | -9.6% | -9.5% |
| 3M | +15.1% | +10.9% | +4.2% | +9.9% |
| 6M | +38.1% | +28.2% | +10.0% | +23.4% |
| YTD | +80.7% | +8.6% | +72.1% | +72.3% |
| 1Y | +167.5% | +15.5% | +152.0% | +147.3% |
| 3Y | +366.0% | +31.8% | +334.2% | +294.2% |
| 5Y | +1,088.8% | -14.9% | +1,103.6% | +944.5% |
| All | +1,088.8% | -14.2% | +1,103.0% | +944.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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