+1,025.5%
ATI vs AU
+686.2%
+339.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -5.6% | -4.3% | -1.4% | -4.9% |
| 30D | -13.7% | +7.3% | -21.0% | -15.0% |
| 3M | -0.4% | +26.3% | -26.7% | -5.0% |
| 6M | +26.2% | +1.8% | +24.5% | +24.2% |
| YTD | +73.2% | +26.8% | +46.4% | +64.8% |
| 1Y | +161.6% | +66.7% | +94.9% | +138.7% |
| 3Y | +346.2% | +579.1% | -232.9% | +216.2% |
| All | +1,025.5% | +686.2% | +339.3% | +646.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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