+699.0%
ATI vs COMP
-52.0%
+751.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.7% | -6.3% | +3.3% |
| 7D | +6.2% | +13.4% | -7.3% | +4.7% |
| 30D | -7.1% | +11.1% | -18.2% | -8.3% |
| 3M | -21.3% | -18.8% | -2.5% | -19.9% |
| 6M | +6.5% | +10.5% | -4.0% | +4.5% |
| YTD | +53.2% | -3.4% | +56.6% | +50.9% |
| 1Y | +82.7% | +19.7% | +63.0% | +76.2% |
| 3Y | +314.3% | +381.6% | -67.3% | +234.6% |
| 5Y | +890.9% | -17.6% | +908.5% | +755.4% |
| All | +699.0% | -52.0% | +751.0% | +617.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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