+1,055.0%
ATI vs AR
+45.1%
+1,009.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.4% |
| 7D | +3.2% | -1.8% | +5.0% | +3.6% |
| 30D | -9.0% | +12.6% | -21.6% | -11.8% |
| 3M | +15.1% | +10.0% | +5.1% | +11.7% |
| 6M | +38.1% | +0.6% | +37.5% | +35.7% |
| YTD | +80.7% | +13.4% | +67.2% | +71.1% |
| 1Y | +167.5% | +21.7% | +145.8% | +147.1% |
| 3Y | +366.0% | +45.8% | +320.2% | +300.8% |
| 5Y | +1,088.8% | +144.3% | +944.5% | +745.5% |
| 10Y | +1,055.0% | +41.8% | +1,013.2% | +1,055.7% |
| All | +1,055.0% | +45.1% | +1,009.9% | +1,055.7% |
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