+82.7%
ATI vs BURL
-7.8%
+90.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.8% |
| 7D | +6.2% | +4.1% | +2.1% | +5.3% |
| 30D | -7.1% | -9.5% | +2.4% | -5.2% |
| 3M | -21.3% | -33.5% | +12.2% | -14.2% |
| 6M | +6.5% | -22.1% | +28.6% | +10.8% |
| YTD | +53.2% | -14.6% | +67.8% | +58.8% |
| 1Y | +82.7% | -8.4% | +91.1% | +88.8% |
| All | +82.7% | -7.8% | +90.5% | +88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling