+1,071.3%
ATI vs LUMN
-47.7%
+1,118.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | -5.6% | +2.5% | -8.2% | -6.2% |
| 30D | -13.7% | +10.3% | -24.1% | -16.1% |
| 3M | -0.4% | -18.3% | +17.9% | +3.9% |
| 6M | +26.2% | +4.4% | +21.9% | +21.9% |
| YTD | +73.2% | -10.7% | +83.9% | +69.4% |
| 1Y | +161.6% | +14.0% | +147.7% | +134.0% |
| 3Y | +346.2% | +406.6% | -60.4% | +64.5% |
| 5Y | +1,047.6% | -36.8% | +1,084.4% | +833.0% |
| 10Y | +1,130.0% | -56.2% | +1,186.2% | +906.3% |
| All | +1,071.3% | -47.7% | +1,118.9% | +638.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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