+374.9%
ATI vs AS
+123.4%
+251.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.5% |
| 7D | +4.2% | -4.9% | +9.0% | +5.6% |
| 30D | -2.5% | +3.9% | -6.4% | -3.5% |
| 3M | -19.4% | -9.6% | -9.8% | -17.4% |
| 6M | +11.1% | -8.7% | +19.7% | +12.9% |
| YTD | +59.5% | -19.8% | +79.4% | +66.9% |
| 1Y | +85.8% | -1.5% | +87.3% | +84.6% |
| All | +374.9% | +123.4% | +251.5% | +336.6% |
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