+1,076.9%
ATI vs IT
-45.7%
+1,122.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +2.4% | -9.1% | +11.5% | +3.8% |
| 30D | -9.5% | -12.2% | +2.7% | -7.9% |
| 3M | +10.4% | +7.8% | +2.6% | +7.8% |
| 6M | +31.8% | +2.0% | +29.8% | +29.2% |
| YTD | +80.0% | -32.7% | +112.7% | +97.2% |
| 1Y | +175.8% | -31.1% | +206.9% | +197.7% |
| 3Y | +364.2% | -52.1% | +416.3% | +459.4% |
| 5Y | +1,076.9% | -46.3% | +1,123.1% | +1,170.2% |
| All | +1,076.9% | -45.7% | +1,122.6% | +1,170.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling