+369.3%
ATI vs M
+123.1%
+246.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.4% |
| 7D | -0.1% | +4.7% | -4.8% | -1.1% |
| 30D | +2.7% | -9.6% | +12.3% | +4.9% |
| 3M | +16.3% | +0.9% | +15.5% | +15.6% |
| 6M | +30.2% | +22.3% | +7.9% | +23.7% |
| YTD | +83.6% | +6.5% | +77.0% | +78.7% |
| 1Y | +173.0% | +38.8% | +134.2% | +150.8% |
| All | +369.3% | +123.1% | +246.2% | +254.4% |
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