+1,055.0%
ATI vs M
-6.4%
+1,061.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.7% |
| 7D | +3.2% | +2.4% | +0.8% | +2.3% |
| 30D | -9.0% | -11.6% | +2.6% | -5.0% |
| 3M | +15.1% | +1.6% | +13.5% | +13.6% |
| 6M | +38.1% | +25.2% | +12.9% | +26.1% |
| YTD | +80.7% | +3.8% | +76.9% | +75.1% |
| 1Y | +167.5% | +36.3% | +131.2% | +133.7% |
| 3Y | +366.0% | +116.3% | +249.7% | +209.7% |
| 5Y | +1,088.8% | +28.2% | +1,060.6% | +733.2% |
| 10Y | +1,055.0% | -3.4% | +1,058.4% | +508.6% |
| All | +1,055.0% | -6.4% | +1,061.3% | +508.6% |
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