+740.2%
ATI vs COMP
-49.2%
+789.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +4.5% |
| 7D | +6.0% | +14.5% | -8.5% | +4.5% |
| 30D | -3.6% | +14.9% | -18.6% | -5.2% |
| 3M | -18.9% | -14.2% | -4.6% | -17.9% |
| 6M | +16.7% | +23.7% | -7.0% | +13.2% |
| YTD | +61.1% | +2.1% | +59.0% | +57.7% |
| 1Y | +89.3% | +26.2% | +63.1% | +81.5% |
| 3Y | +333.3% | +470.9% | -137.6% | +244.0% |
| 5Y | +954.5% | -14.0% | +968.5% | +805.5% |
| All | +740.2% | -49.2% | +789.5% | +649.7% |
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