+1,081.3%
ATI vs GAP
+11.7%
+1,069.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +3.2% | +1.7% | +1.4% | +2.8% |
| 30D | -9.0% | +9.3% | -18.3% | -10.9% |
| 3M | +15.1% | +6.1% | +9.0% | +13.1% |
| 6M | +38.1% | -2.3% | +40.4% | +37.4% |
| YTD | +80.7% | -10.6% | +91.2% | +82.1% |
| 1Y | +167.5% | -4.4% | +171.9% | +165.1% |
| 3Y | +366.0% | +118.3% | +247.7% | +267.7% |
| All | +1,081.3% | +11.7% | +1,069.6% | +876.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling