+86.5%
ATI vs LEN
-21.9%
+108.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -1.9% |
| 7D | +8.3% | +10.5% | -2.1% | +6.3% |
| 30D | -7.3% | +24.6% | -31.9% | -11.8% |
| 3M | -10.5% | +6.6% | -17.2% | -11.2% |
| 6M | +16.4% | +10.6% | +5.7% | +13.7% |
| YTD | +56.1% | -8.3% | +64.4% | +60.8% |
| 1Y | +86.5% | -22.5% | +109.0% | +94.3% |
| All | +86.5% | -21.9% | +108.4% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling