+930.3%
ATI vs IT
+90.0%
+840.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.0% |
| 7D | +4.2% | +1.1% | +3.1% | +3.7% |
| 30D | -2.5% | -1.8% | -0.7% | -3.4% |
| 3M | -19.4% | +4.8% | -24.2% | -23.3% |
| 6M | +11.1% | +33.0% | -21.9% | -8.8% |
| YTD | +59.5% | -23.8% | +83.4% | +65.6% |
| 1Y | +85.8% | -16.5% | +102.3% | +82.6% |
| 3Y | +311.9% | -53.6% | +365.5% | +437.2% |
| 5Y | +963.2% | -42.1% | +1,005.4% | +1,040.2% |
| All | +930.3% | +90.0% | +840.4% | +336.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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