+1,076.9%
ATI vs HRB
+104.8%
+972.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.2% |
| 7D | +2.4% | -10.6% | +13.0% | +3.7% |
| 30D | -9.5% | -0.8% | -8.7% | -9.7% |
| 3M | +10.4% | +19.1% | -8.7% | +6.9% |
| 6M | +31.8% | +48.7% | -16.9% | +21.6% |
| YTD | +80.0% | +7.1% | +72.9% | +79.2% |
| 1Y | +175.8% | -8.3% | +184.2% | +185.4% |
| 3Y | +364.2% | +25.8% | +338.4% | +314.4% |
| 5Y | +1,076.9% | +111.1% | +965.8% | +787.9% |
| All | +1,076.9% | +104.8% | +972.0% | +787.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling