+1,226.0%
ATI vs EXEL
+336.4%
+889.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.5% |
| 7D | +4.2% | -0.8% | +5.0% | +4.4% |
| 30D | -2.5% | +13.1% | -15.7% | -5.1% |
| 3M | -19.4% | +36.3% | -55.8% | -24.7% |
| 6M | +11.1% | +34.5% | -23.5% | +3.6% |
| YTD | +59.5% | +57.4% | +2.1% | +43.4% |
| 1Y | +85.8% | +62.9% | +22.8% | +65.6% |
| 3Y | +311.9% | +229.5% | +82.4% | +207.1% |
| 5Y | +963.2% | +281.2% | +682.0% | +652.6% |
| 10Y | +977.6% | +320.7% | +656.9% | +575.9% |
| All | +1,226.0% | +336.4% | +889.7% | +350.1% |
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