+1,124.2%
ATI vs BURL
+252.7%
+871.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.1% |
| 7D | +6.2% | +4.1% | +2.1% | +4.3% |
| 30D | -7.1% | -9.5% | +2.4% | -3.6% |
| 3M | -21.3% | -33.5% | +12.2% | -8.4% |
| 6M | +6.5% | -22.1% | +28.6% | +15.2% |
| YTD | +53.2% | -14.6% | +67.8% | +59.1% |
| 1Y | +82.7% | -8.4% | +91.1% | +82.5% |
| 3Y | +314.3% | +86.6% | +227.7% | +193.8% |
| 5Y | +890.9% | -17.2% | +908.1% | +837.2% |
| All | +1,124.2% | +252.7% | +871.5% | +520.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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