+1,141.3%
ATI vs GAP
+2.8%
+1,138.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | -0.1% | -4.5% | +4.4% | +1.6% |
| 30D | +2.7% | +9.0% | -6.3% | -1.2% |
| 3M | +16.3% | +5.0% | +11.3% | +12.9% |
| 6M | +30.2% | -17.8% | +48.0% | +36.2% |
| YTD | +83.6% | -10.4% | +94.0% | +85.0% |
| 1Y | +173.0% | -3.4% | +176.4% | +165.7% |
| 3Y | +356.6% | +111.5% | +245.2% | +187.5% |
| 5Y | +1,074.2% | +8.8% | +1,065.4% | +761.1% |
| 10Y | +1,136.2% | +32.9% | +1,103.3% | +611.8% |
| All | +1,141.3% | +2.8% | +1,138.5% | +450.1% |
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 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