+1,025.5%
ATI vs ITOT
+74.3%
+951.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -1.2% |
| 7D | -5.6% | -0.9% | -4.7% | -4.5% |
| 30D | -13.7% | -1.5% | -12.3% | -12.1% |
| 3M | -0.4% | +3.6% | -3.9% | -4.6% |
| 6M | +26.2% | +13.7% | +12.5% | +8.4% |
| YTD | +73.2% | +12.9% | +60.3% | +50.0% |
| 1Y | +161.6% | +17.2% | +144.4% | +117.3% |
| 3Y | +346.2% | +75.6% | +270.5% | +140.6% |
| All | +1,025.5% | +74.3% | +951.3% | +484.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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