+374.0%
ATI vs AS
+137.8%
+236.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.6% |
| 7D | +1.3% | +4.5% | -3.2% | +0.1% |
| 30D | -4.8% | +13.2% | -18.0% | -7.8% |
| 3M | -19.9% | -11.9% | -8.0% | -17.5% |
| 6M | +15.4% | -11.6% | +26.9% | +18.2% |
| YTD | +59.2% | -14.7% | +73.9% | +63.8% |
| 1Y | +86.3% | +5.7% | +80.6% | +81.6% |
| All | +374.0% | +137.8% | +236.2% | +328.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling