+635.6%
ATI vs AR
-27.2%
+662.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | -0.1% | +2.5% | -2.5% | -0.8% |
| 30D | +2.7% | +14.8% | -12.1% | -1.2% |
| 3M | +16.3% | +6.2% | +10.1% | +13.7% |
| 6M | +30.2% | +4.3% | +25.9% | +26.4% |
| YTD | +83.6% | +14.4% | +69.2% | +72.7% |
| 1Y | +173.0% | +21.3% | +151.7% | +150.9% |
| 3Y | +356.6% | +39.8% | +316.8% | +292.3% |
| 5Y | +1,074.2% | +142.1% | +932.1% | +710.0% |
| 10Y | +1,136.2% | +52.0% | +1,084.2% | +866.4% |
| All | +635.6% | -27.2% | +662.9% | +581.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling