+996.8%
ATI vs AR
+52.4%
+944.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.3% | -0.4% | +2.9% |
| 7D | +1.3% | -5.8% | +7.1% | +2.8% |
| 30D | -4.8% | +4.8% | -9.6% | -6.2% |
| 3M | -19.9% | +1.5% | -21.4% | -20.8% |
| 6M | +15.4% | +4.7% | +10.7% | +12.5% |
| YTD | +59.2% | +9.2% | +50.0% | +51.3% |
| 1Y | +86.3% | +11.2% | +75.1% | +75.6% |
| 3Y | +318.2% | +46.2% | +272.0% | +258.8% |
| 5Y | +958.6% | +98.1% | +860.6% | +695.8% |
| 10Y | +996.8% | +54.5% | +942.2% | +944.8% |
| All | +996.8% | +52.4% | +944.3% | +944.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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