+665.2%
ATI vs COMP
-56.6%
+721.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.2% | +2.2% | -5.1% |
| 7D | -3.8% | -1.8% | -2.0% | -3.6% |
| 30D | -13.5% | -0.8% | -12.8% | -13.6% |
| 3M | -17.9% | -28.1% | +10.2% | -15.3% |
| 6M | +8.4% | +27.0% | -18.6% | +4.7% |
| YTD | +46.7% | -12.8% | +59.5% | +46.1% |
| 1Y | +74.5% | +4.9% | +69.6% | +70.6% |
| 3Y | +303.7% | +321.0% | -17.3% | +230.7% |
| 5Y | +848.9% | -25.6% | +874.5% | +728.2% |
| All | +665.2% | -56.6% | +721.8% | +594.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling