+108.5%
ATI vs IRE
-97.2%
+205.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +39.6% | -35.2% | +1.6% |
| 7D | +6.2% | -27.2% | +33.3% | +7.1% |
| 30D | -7.1% | -75.1% | +68.0% | -0.3% |
| 3M | -21.3% | -77.9% | +56.5% | -15.9% |
| 6M | +6.5% | -94.6% | +101.1% | +19.4% |
| YTD | +53.2% | -91.5% | +144.7% | +61.3% |
| 1Y | +82.7% | -97.8% | +180.5% | +97.2% |
| All | +108.5% | -97.2% | +205.7% | +122.7% |
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