+363.6%
ATI vs GAP
+108.0%
+255.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.4% |
| 7D | +2.4% | -3.2% | +5.6% | +3.0% |
| 30D | -9.5% | -0.7% | -8.8% | -9.6% |
| 3M | +10.4% | -0.5% | +10.8% | +10.0% |
| 6M | +31.8% | -5.0% | +36.8% | +31.9% |
| YTD | +80.0% | -14.7% | +94.6% | +82.9% |
| 1Y | +175.8% | -8.6% | +184.5% | +175.9% |
| All | +363.6% | +108.0% | +255.6% | +301.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling