+930.3%
ATI vs EXEL
+320.7%
+609.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.5% |
| 7D | +4.2% | -0.8% | +5.0% | +4.3% |
| 30D | -2.5% | +13.1% | -15.7% | -4.9% |
| 3M | -19.4% | +36.3% | -55.8% | -24.4% |
| 6M | +11.1% | +34.5% | -23.5% | +4.0% |
| YTD | +59.5% | +57.4% | +2.1% | +44.1% |
| 1Y | +85.8% | +62.9% | +22.8% | +66.6% |
| 3Y | +311.9% | +229.5% | +82.4% | +211.1% |
| 5Y | +963.2% | +281.2% | +682.0% | +661.7% |
| All | +930.3% | +320.7% | +609.6% | +575.0% |
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