+848.9%
ATI vs BURL
-15.9%
+864.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -5.2% |
| 7D | -3.8% | +3.5% | -7.3% | -4.7% |
| 30D | -13.5% | -9.3% | -4.3% | -11.3% |
| 3M | -17.9% | -32.1% | +14.2% | -9.4% |
| 6M | +8.4% | -19.8% | +28.2% | +13.6% |
| YTD | +46.7% | -13.2% | +59.9% | +50.3% |
| 1Y | +74.5% | -7.8% | +82.3% | +74.8% |
| 3Y | +303.7% | +89.3% | +214.4% | +237.9% |
| 5Y | +848.9% | -15.8% | +864.7% | +729.4% |
| All | +848.9% | -15.9% | +864.8% | +729.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling