+167.5%
ATI vs AR
+17.5%
+150.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.7% |
| 7D | +3.2% | -1.8% | +5.0% | +2.9% |
| 30D | -9.0% | +12.6% | -21.6% | -7.2% |
| 3M | +15.1% | +10.0% | +5.1% | +17.3% |
| 6M | +38.1% | +0.6% | +37.5% | +38.7% |
| YTD | +80.7% | +13.4% | +67.2% | +79.4% |
| 1Y | +167.5% | +21.7% | +145.8% | +162.3% |
| All | +167.5% | +17.5% | +150.0% | +162.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling