+901.1%
ATI vs AR
+71.8%
+829.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.3% | +4.6% |
| 7D | +6.2% | -14.3% | +20.4% | +9.8% |
| 30D | -7.1% | +1.4% | -8.5% | -7.7% |
| 3M | -21.3% | +3.4% | -24.7% | -22.6% |
| 6M | +6.5% | -2.1% | +8.6% | +5.6% |
| YTD | +53.2% | +4.7% | +48.5% | +46.6% |
| 1Y | +82.7% | +10.6% | +72.1% | +71.4% |
| 3Y | +314.3% | +24.6% | +289.7% | +266.9% |
| All | +901.1% | +71.8% | +829.3% | +670.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling