+970.1%
ATI vs GAP
+2.4%
+967.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | +13.0% | -5.2% | +18.1% | +14.9% |
| 30D | +0.2% | -6.9% | +7.1% | +2.4% |
| 3M | -17.5% | +5.7% | -23.2% | -19.9% |
| 6M | +18.1% | +0.9% | +17.2% | +14.7% |
| YTD | +65.7% | -14.5% | +80.2% | +68.8% |
| 1Y | +91.9% | -12.1% | +104.0% | +93.0% |
| 3Y | +335.2% | +72.2% | +263.1% | +197.6% |
| 5Y | +1,004.3% | +4.5% | +999.8% | +738.0% |
| All | +970.1% | +2.4% | +967.7% | +487.9% |
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