+1,090.2%
ATI vs EXEL
+375.2%
+715.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | -5.6% | -4.9% | -0.7% | -4.7% |
| 30D | -13.7% | +11.4% | -25.1% | -15.7% |
| 3M | -0.4% | +4.9% | -5.3% | -1.8% |
| 6M | +26.2% | +34.4% | -8.2% | +17.9% |
| YTD | +73.2% | +28.0% | +45.2% | +63.0% |
| 1Y | +161.6% | +43.6% | +118.0% | +139.5% |
| 3Y | +346.2% | +155.2% | +191.0% | +252.1% |
| 5Y | +1,047.6% | +181.2% | +866.5% | +768.3% |
| All | +1,090.2% | +375.2% | +715.0% | +603.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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