+30.2%
ATI vs LEN
-21.0%
+51.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.5% |
| 7D | -0.1% | -3.2% | +3.1% | +1.4% |
| 30D | +2.7% | -4.9% | +7.6% | +4.8% |
| 3M | +16.3% | -8.5% | +24.8% | +21.4% |
| 6M | +30.2% | -20.7% | +50.8% | +56.1% |
| All | +30.2% | -21.0% | +51.1% | +56.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling