+1,067.7%
ATI vs BURL
+215.5%
+852.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +1.9% |
| 7D | -0.1% | -2.8% | +2.7% | +1.1% |
| 30D | +2.7% | -28.2% | +30.9% | +16.9% |
| 3M | +16.3% | -17.6% | +33.9% | +24.7% |
| 6M | +30.2% | -11.8% | +42.0% | +34.7% |
| YTD | +83.6% | -8.1% | +91.7% | +86.5% |
| 1Y | +173.0% | -12.0% | +185.0% | +179.1% |
| 3Y | +356.6% | +63.3% | +293.3% | +245.1% |
| 5Y | +1,074.2% | -10.8% | +1,085.0% | +981.6% |
| All | +1,067.7% | +215.5% | +852.2% | +525.2% |
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