+484.1%
ATI vs BURL
+987.9%
-503.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -4.9% |
| 7D | -3.8% | +3.5% | -7.3% | -5.0% |
| 30D | -13.5% | -9.3% | -4.3% | -10.6% |
| 3M | -17.9% | -32.1% | +14.2% | -6.4% |
| 6M | +8.4% | -19.8% | +28.2% | +15.3% |
| YTD | +46.7% | -13.2% | +59.9% | +51.2% |
| 1Y | +74.5% | -7.8% | +82.3% | +74.3% |
| 3Y | +303.7% | +89.3% | +214.4% | +197.3% |
| 5Y | +848.9% | -15.8% | +864.7% | +790.6% |
| 10Y | +1,089.7% | +262.2% | +827.5% | +601.8% |
| All | +484.1% | +987.9% | -503.9% | +206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling