+86.3%
ATI vs M
+26.3%
+59.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +1.3% | +5.0% | -3.7% | +0.1% |
| 30D | -4.8% | +10.6% | -15.4% | -7.2% |
| 3M | -19.9% | +1.6% | -21.5% | -20.3% |
| 6M | +15.4% | +30.8% | -15.5% | +5.5% |
| YTD | +59.2% | +16.9% | +42.3% | +45.7% |
| 1Y | +86.3% | +26.3% | +60.0% | +67.6% |
| All | +86.3% | +26.3% | +59.9% | +67.6% |
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 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