+161.6%
ATI vs HRB
-6.2%
+167.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | 0.0% |
| 7D | -5.6% | -8.0% | +2.4% | -7.2% |
| 30D | -13.7% | -16.0% | +2.2% | -16.6% |
| 3M | -0.4% | +26.9% | -27.2% | +5.8% |
| 6M | +26.2% | +51.1% | -24.9% | +38.0% |
| YTD | +73.2% | +7.1% | +66.2% | +80.3% |
| 1Y | +161.6% | -9.6% | +171.2% | +156.7% |
| All | +161.6% | -6.2% | +167.8% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling