+366.0%
ATI vs EXEL
+160.6%
+205.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | +3.2% | +1.4% | +1.8% | +3.0% |
| 30D | -9.0% | +6.7% | -15.7% | -9.9% |
| 3M | +15.1% | +11.5% | +3.6% | +12.8% |
| 6M | +38.1% | +38.8% | -0.7% | +30.6% |
| YTD | +80.7% | +31.6% | +49.1% | +71.8% |
| 1Y | +167.5% | +53.0% | +114.5% | +148.3% |
| 3Y | +366.0% | +160.8% | +205.2% | +323.3% |
| All | +366.0% | +160.6% | +205.4% | +323.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling