+145.9%
ATI vs IRE
-82.8%
+228.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.2% | -11.8% | -2.2% |
| 7D | +3.2% | +58.9% | -55.7% | +0.1% |
| 30D | -9.0% | +17.2% | -26.2% | -10.6% |
| 3M | +15.1% | -58.6% | +73.7% | +17.3% |
| 6M | +38.1% | -23.5% | +61.6% | +32.7% |
| YTD | +80.7% | -47.4% | +128.1% | +72.9% |
| All | +145.9% | -82.8% | +228.7% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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