+367.2%
ATI vs BURL
+63.9%
+303.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.1% |
| 7D | -0.1% | -2.8% | +2.7% | +0.8% |
| 30D | +2.7% | -28.2% | +30.9% | +13.8% |
| 3M | +16.3% | -17.6% | +33.9% | +22.7% |
| 6M | +30.2% | -11.8% | +42.0% | +33.7% |
| YTD | +83.6% | -8.1% | +91.7% | +85.8% |
| 1Y | +173.0% | -12.0% | +185.0% | +178.0% |
| All | +367.2% | +63.9% | +303.3% | +308.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling