+1,223.4%
ATI vs EXEL
+346.4%
+877.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.8% |
| 7D | +1.3% | -2.4% | +3.7% | +1.9% |
| 30D | -4.8% | +17.9% | -22.7% | -8.1% |
| 3M | -19.9% | +33.3% | -53.2% | -24.8% |
| 6M | +15.4% | +46.6% | -31.2% | +5.6% |
| YTD | +59.2% | +61.0% | -1.8% | +42.4% |
| 1Y | +86.3% | +70.4% | +15.8% | +64.4% |
| 3Y | +318.2% | +236.1% | +82.1% | +210.5% |
| 5Y | +958.6% | +284.8% | +673.8% | +647.6% |
| 10Y | +996.8% | +348.4% | +648.3% | +578.5% |
| All | +1,223.4% | +346.4% | +877.0% | +347.0% |
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