+1,090.2%
ATI vs GAP
+31.2%
+1,059.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.1% |
| 7D | -5.6% | -4.1% | -1.5% | -4.3% |
| 30D | -13.7% | +6.2% | -20.0% | -16.0% |
| 3M | -0.4% | -0.7% | +0.3% | -1.4% |
| 6M | +26.2% | -7.1% | +33.3% | +26.8% |
| YTD | +73.2% | -14.1% | +87.3% | +77.1% |
| 1Y | +161.6% | -8.5% | +170.1% | +159.8% |
| 3Y | +346.2% | +115.4% | +230.8% | +179.3% |
| 5Y | +1,047.6% | +9.8% | +1,037.8% | +753.1% |
| All | +1,090.2% | +31.2% | +1,059.0% | +557.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling