+764.4%
ATI vs COMP
-52.8%
+817.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.6% |
| 7D | +13.0% | +8.9% | +4.1% | +11.9% |
| 30D | +0.2% | +14.0% | -13.8% | -1.3% |
| 3M | -17.5% | -21.1% | +3.7% | -15.7% |
| 6M | +18.1% | +20.1% | -2.0% | +15.0% |
| YTD | +65.7% | -5.0% | +70.7% | +63.5% |
| 1Y | +91.9% | +5.7% | +86.2% | +87.3% |
| 3Y | +335.2% | +412.2% | -77.0% | +249.4% |
| 5Y | +1,004.3% | -12.1% | +1,016.4% | +851.5% |
| All | +764.4% | -52.8% | +817.1% | +677.0% |
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