+1,098.9%
ATI vs AR
+143.7%
+955.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | -0.1% | +2.5% | -2.5% | -0.7% |
| 30D | +2.7% | +14.8% | -12.1% | -0.7% |
| 3M | +16.3% | +6.2% | +10.1% | +14.0% |
| 6M | +30.2% | +4.3% | +25.9% | +26.7% |
| YTD | +83.6% | +14.4% | +69.2% | +73.2% |
| 1Y | +173.0% | +21.3% | +151.7% | +151.4% |
| 3Y | +356.6% | +39.8% | +316.8% | +295.0% |
| All | +1,098.9% | +143.7% | +955.2% | +718.8% |
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 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