+318.2%
ATI vs EXEL
+236.1%
+82.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.9% |
| 7D | +1.3% | -2.4% | +3.7% | +1.7% |
| 30D | -4.8% | +17.9% | -22.7% | -7.0% |
| 3M | -19.9% | +33.3% | -53.2% | -23.3% |
| 6M | +15.4% | +46.6% | -31.2% | +8.2% |
| YTD | +59.2% | +61.0% | -1.8% | +46.5% |
| 1Y | +86.3% | +70.4% | +15.8% | +69.8% |
| 3Y | +318.2% | +236.1% | +82.1% | +247.5% |
| All | +318.2% | +236.1% | +82.1% | +247.5% |
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