+365.4%
ATI vs GTLB
-10.6%
+376.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.1% |
| 7D | +3.2% | +4.6% | -1.4% | +2.7% |
| 30D | -9.0% | +21.0% | -30.0% | -10.8% |
| 3M | +15.1% | +51.7% | -36.6% | +10.1% |
| 6M | +38.1% | +89.3% | -51.2% | +28.2% |
| YTD | +80.7% | +25.6% | +55.0% | +77.2% |
| 1Y | +167.5% | -1.5% | +169.1% | +172.2% |
| All | +365.4% | -10.6% | +376.0% | +369.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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