+1,005.0%
ATI vs IT
+1,500.0%
-495.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.5% | +1.8% |
| 7D | +4.7% | -6.8% | +11.6% | +7.7% |
| 30D | -0.2% | -0.6% | +0.3% | -1.5% |
| 3M | -18.5% | +3.1% | -21.6% | -22.0% |
| 6M | +16.4% | +25.5% | -9.1% | -2.2% |
| YTD | +63.4% | -23.5% | +86.9% | +63.3% |
| 1Y | +91.5% | -16.6% | +108.2% | +83.7% |
| 3Y | +329.2% | -53.1% | +382.3% | +412.2% |
| 5Y | +966.7% | -41.4% | +1,008.2% | +1,015.5% |
| 10Y | +1,003.8% | +90.9% | +912.8% | +572.2% |
| All | +1,005.0% | +1,500.0% | -495.0% | +210.7% |
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