+167.5%
ATI vs M
+31.9%
+135.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.8% |
| 7D | +3.2% | +2.4% | +0.8% | +2.5% |
| 30D | -9.0% | -11.6% | +2.6% | -5.8% |
| 3M | +15.1% | +1.6% | +13.5% | +13.5% |
| 6M | +38.1% | +25.2% | +12.9% | +26.8% |
| YTD | +80.7% | +3.8% | +76.9% | +72.0% |
| 1Y | +167.5% | +36.3% | +131.2% | +126.3% |
| All | +167.5% | +31.9% | +135.6% | +126.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling