+356.0%
ATI vs AS
+134.9%
+221.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | +6.2% | +6.9% | -0.8% | +4.2% |
| 30D | -7.1% | +16.0% | -23.1% | -10.7% |
| 3M | -21.3% | -12.8% | -8.5% | -18.7% |
| 6M | +6.5% | -15.4% | +21.9% | +10.4% |
| YTD | +53.2% | -15.7% | +68.9% | +58.1% |
| 1Y | +82.7% | +6.1% | +76.6% | +78.1% |
| All | +356.0% | +134.9% | +221.2% | +313.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling