+6.5%
ATI vs COMP
+10.0%
-3.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.7% | -6.3% | +2.6% |
| 7D | +6.2% | +13.4% | -7.3% | +4.1% |
| 30D | -7.1% | +11.1% | -18.2% | -8.8% |
| 3M | -21.3% | -18.8% | -2.5% | -19.6% |
| 6M | +6.5% | +10.5% | -4.0% | +1.3% |
| All | +6.5% | +10.0% | -3.5% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling