+314.3%
ATI vs M
+100.8%
+213.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.6% | +9.0% | +5.4% |
| 7D | +6.2% | -4.3% | +10.4% | +7.0% |
| 30D | -7.1% | +1.3% | -8.4% | -7.5% |
| 3M | -21.3% | -7.4% | -14.0% | -20.4% |
| 6M | +6.5% | +18.3% | -11.9% | +1.8% |
| YTD | +53.2% | +7.6% | +45.6% | +48.4% |
| 1Y | +82.7% | +17.4% | +65.3% | +73.8% |
| 3Y | +314.3% | +108.4% | +205.9% | +253.9% |
| All | +314.3% | +100.8% | +213.5% | +253.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling