+117.1%
ATI vs IRE
-98.1%
+215.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.4% | +10.7% | -2.7% |
| 7D | +4.2% | -31.8% | +36.0% | +6.7% |
| 30D | -2.5% | -71.8% | +69.2% | +4.0% |
| 3M | -19.4% | -88.9% | +69.5% | -9.7% |
| 6M | +11.1% | -95.4% | +106.4% | +26.3% |
| YTD | +59.5% | -94.2% | +153.8% | +72.2% |
| 1Y | +85.8% | -97.1% | +182.9% | +102.5% |
| All | +117.1% | -98.1% | +215.3% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling