+133.0%
ATI vs BR
+1,321.0%
-1,188.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.4% | +5.3% |
| 7D | -0.1% | -5.3% | +5.2% | +3.7% |
| 30D | +2.7% | +6.4% | -3.7% | -2.3% |
| 3M | +16.3% | +13.6% | +2.7% | +3.7% |
| 6M | +30.2% | -6.7% | +36.9% | +31.3% |
| YTD | +83.6% | -21.1% | +104.7% | +106.5% |
| 1Y | +173.0% | -29.6% | +202.6% | +232.8% |
| 3Y | +356.6% | -2.4% | +359.0% | +324.4% |
| 5Y | +1,074.2% | +11.2% | +1,062.9% | +853.2% |
| 10Y | +1,136.2% | +191.8% | +944.4% | +333.5% |
| All | +133.0% | +1,321.0% | -1,188.0% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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