+160.5%
ATI vs GAP
-9.4%
+169.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.5% | -3.2% |
| 7D | -2.7% | -6.3% | +3.6% | -1.5% |
| 30D | -13.5% | -0.2% | -13.3% | -13.6% |
| 3M | +8.5% | 0.0% | +8.5% | +8.2% |
| 6M | +25.2% | -8.1% | +33.3% | +26.7% |
| YTD | +73.4% | -16.5% | +89.9% | +78.4% |
| 1Y | +160.5% | -10.5% | +171.0% | +149.6% |
| All | +160.5% | -9.4% | +169.9% | +149.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling