+730.5%
ATI vs COMP
-53.0%
+783.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.3% | -0.4% |
| 7D | +1.3% | +7.2% | -5.9% | +0.5% |
| 30D | -4.8% | +6.4% | -11.1% | -5.5% |
| 3M | -19.9% | -19.4% | -0.5% | -18.4% |
| 6M | +15.4% | +14.6% | +0.8% | +12.8% |
| YTD | +59.2% | -5.5% | +64.7% | +57.2% |
| 1Y | +86.3% | +13.7% | +72.6% | +80.5% |
| 3Y | +318.2% | +409.7% | -91.5% | +235.9% |
| 5Y | +958.6% | -17.0% | +975.7% | +814.6% |
| All | +730.5% | -53.0% | +783.5% | +647.1% |
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