+1,076.9%
ATI vs EXEL
+194.6%
+882.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -9.5% | +10.1% | -19.6% | -11.0% |
| 3M | +10.4% | +10.1% | +0.3% | +8.2% |
| 6M | +31.8% | +37.7% | -5.9% | +23.9% |
| YTD | +80.0% | +33.1% | +46.9% | +69.9% |
| 1Y | +175.8% | +52.4% | +123.5% | +153.7% |
| 3Y | +364.2% | +163.8% | +200.4% | +285.9% |
| 5Y | +1,076.9% | +198.5% | +878.4% | +823.2% |
| All | +1,076.9% | +194.6% | +882.3% | +823.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling