+1,425.6%
ATI vs EXEL
+273.2%
+1,152.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -0.1% | +8.4% | -8.4% | -1.8% |
| 30D | +2.7% | +4.1% | -1.4% | +1.5% |
| 3M | +16.3% | +12.4% | +3.9% | +12.9% |
| 6M | +30.2% | +41.5% | -11.4% | +20.1% |
| YTD | +83.6% | +34.6% | +48.9% | +70.8% |
| 1Y | +173.0% | +57.9% | +115.1% | +144.4% |
| 3Y | +356.6% | +159.5% | +197.1% | +257.6% |
| 5Y | +1,074.2% | +198.5% | +875.7% | +774.5% |
| 10Y | +1,136.2% | +411.4% | +724.9% | +637.8% |
| All | +1,425.6% | +273.2% | +1,152.5% | +436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling