+1,005.0%
ATI vs A
+626.2%
+378.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.9% |
| 7D | +4.7% | -0.1% | +4.8% | +4.9% |
| 30D | -0.2% | +3.3% | -3.5% | -1.5% |
| 3M | -18.5% | +18.5% | -37.0% | -24.6% |
| 6M | +16.4% | +59.3% | -42.9% | -6.4% |
| YTD | +63.4% | +31.0% | +32.4% | +42.5% |
| 1Y | +91.5% | +19.3% | +72.2% | +73.9% |
| 3Y | +329.2% | +66.8% | +262.4% | +229.3% |
| 5Y | +966.7% | +15.5% | +951.2% | +839.4% |
| 10Y | +1,003.8% | +312.3% | +691.4% | +469.3% |
| All | +1,005.0% | +626.2% | +378.9% | +233.3% |
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