+970.1%
ATI vs M
-8.5%
+978.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.1% |
| 7D | +13.0% | +0.6% | +12.4% | +12.6% |
| 30D | +0.2% | +7.0% | -6.8% | -2.6% |
| 3M | -17.5% | +3.1% | -20.6% | -19.1% |
| 6M | +18.1% | +33.5% | -15.4% | +4.7% |
| YTD | +65.7% | +13.4% | +52.3% | +54.5% |
| 1Y | +91.9% | +22.4% | +69.5% | +73.6% |
| 3Y | +335.2% | +150.9% | +184.4% | +173.8% |
| 5Y | +1,004.3% | -3.0% | +1,007.3% | +800.9% |
| All | +970.1% | -8.5% | +978.6% | +509.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling