+1,141.3%
ATI vs IT
+1,445.5%
-304.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.6% | +7.6% | +4.9% |
| 7D | -0.1% | -6.0% | +6.0% | +2.4% |
| 30D | +2.7% | 0.0% | +2.7% | +1.9% |
| 3M | +16.3% | +13.1% | +3.2% | +5.8% |
| 6M | +30.2% | +11.7% | +18.5% | +16.1% |
| YTD | +83.6% | -26.1% | +109.7% | +90.9% |
| 1Y | +173.0% | -21.3% | +194.3% | +173.1% |
| 3Y | +356.6% | -46.7% | +403.4% | +422.9% |
| 5Y | +1,074.2% | -40.5% | +1,114.7% | +1,144.5% |
| 10Y | +1,136.2% | +103.9% | +1,032.3% | +652.7% |
| All | +1,141.3% | +1,445.5% | -304.2% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling