+1,091.6%
ATI vs IBN
+316.4%
+775.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.3% |
| 7D | -2.7% | -5.5% | +2.8% | +0.2% |
| 30D | -13.5% | -3.4% | -10.1% | -12.0% |
| 3M | +8.5% | +8.7% | -0.1% | +3.6% |
| 6M | +25.2% | +3.7% | +21.5% | +22.7% |
| YTD | +73.4% | -2.4% | +75.8% | +74.9% |
| 1Y | +160.5% | -8.1% | +168.6% | +169.8% |
| 3Y | +347.3% | +26.3% | +321.0% | +279.3% |
| 5Y | +1,049.0% | +54.9% | +994.0% | +742.6% |
| All | +1,091.6% | +316.4% | +775.2% | +415.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling