+311.9%
ATI vs AR
+48.6%
+263.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +4.2% | +7.4% | -3.2% | +2.8% |
| 30D | -2.5% | +5.8% | -8.3% | -3.8% |
| 3M | -19.4% | +5.2% | -24.6% | -20.7% |
| 6M | +11.1% | +5.4% | +5.6% | +8.8% |
| YTD | +59.5% | +12.4% | +47.1% | +50.0% |
| 1Y | +85.8% | +12.8% | +73.0% | +73.7% |
| 3Y | +311.9% | +47.2% | +264.7% | +243.4% |
| All | +311.9% | +48.6% | +263.3% | +243.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling