+2,469.9%
ATI vs ITOT
+891.2%
+1,578.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.6% |
| 7D | +3.2% | +0.7% | +2.5% | +2.0% |
| 30D | -9.0% | -1.1% | -7.9% | -7.2% |
| 3M | +15.1% | +3.9% | +11.2% | +7.8% |
| 6M | +38.1% | +14.7% | +23.4% | +9.6% |
| YTD | +80.7% | +13.3% | +67.3% | +46.3% |
| 1Y | +167.5% | +19.1% | +148.4% | +98.9% |
| 3Y | +366.0% | +77.3% | +288.7% | +74.2% |
| 5Y | +1,088.8% | +74.1% | +1,014.7% | +339.6% |
| 10Y | +1,055.0% | +293.1% | +761.8% | +0.5% |
| All | +2,469.9% | +891.2% | +1,578.8% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling