+1,141.3%
ATI vs A
+518.2%
+623.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.7% |
| 7D | -0.1% | -1.9% | +1.9% | +0.8% |
| 30D | +2.7% | +6.9% | -4.2% | -0.5% |
| 3M | +16.3% | +9.2% | +7.1% | +11.3% |
| 6M | +30.2% | +25.7% | +4.5% | +16.3% |
| YTD | +83.6% | +11.5% | +72.0% | +72.0% |
| 1Y | +173.0% | +18.4% | +154.6% | +148.3% |
| 3Y | +356.6% | +26.6% | +330.0% | +295.2% |
| 5Y | +1,074.2% | -12.8% | +1,087.0% | +1,067.7% |
| 10Y | +1,136.2% | +247.2% | +889.0% | +592.3% |
| All | +1,141.3% | +518.2% | +623.1% | +302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling