+978.9%
ATI vs GAP
-2.7%
+981.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | +4.2% | -1.9% | +6.1% | +4.9% |
| 30D | -2.5% | -7.1% | +4.5% | -0.2% |
| 3M | -19.4% | +4.1% | -23.5% | -21.5% |
| 6M | +11.1% | +1.9% | +9.2% | +7.4% |
| YTD | +59.5% | -15.2% | +74.7% | +63.1% |
| 1Y | +85.8% | -10.6% | +96.4% | +85.6% |
| 3Y | +311.9% | +74.6% | +237.3% | +179.6% |
| 5Y | +963.2% | +3.7% | +959.6% | +691.7% |
| 10Y | +977.6% | +2.4% | +975.2% | +585.7% |
| All | +978.9% | -2.7% | +981.6% | +384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling