+311.9%
ATI vs COMP
+423.6%
-111.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.9% |
| 7D | +4.2% | 0.0% | +4.2% | +4.1% |
| 30D | -2.5% | +16.6% | -19.1% | -4.3% |
| 3M | -19.4% | -23.5% | +4.1% | -17.4% |
| 6M | +11.1% | +25.7% | -14.7% | +7.6% |
| YTD | +59.5% | -3.4% | +62.9% | +55.8% |
| 1Y | +85.8% | +7.6% | +78.2% | +79.9% |
| 3Y | +311.9% | +423.6% | -111.7% | +258.5% |
| All | +311.9% | +423.6% | -111.7% | +258.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling