+1,117.0%
ATI vs AU
+565.1%
+551.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | -9.5% | +12.3% | -21.8% | -12.3% |
| 3M | +10.4% | +29.4% | -19.0% | +2.9% |
| 6M | +31.8% | +3.2% | +28.6% | +28.9% |
| YTD | +80.0% | +31.8% | +48.2% | +65.1% |
| 1Y | +175.8% | +83.4% | +92.4% | +132.5% |
| 3Y | +364.2% | +623.1% | -258.9% | +167.7% |
| 5Y | +1,076.9% | +700.5% | +376.4% | +534.1% |
| 10Y | +1,178.1% | +717.6% | +460.5% | +461.5% |
| All | +1,117.0% | +565.1% | +551.9% | +449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling