+989.2%
ATI vs M
+131.7%
+857.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.1% | -2.9% | +1.7% |
| 7D | +6.0% | +2.5% | +3.5% | +4.5% |
| 30D | -3.6% | +10.1% | -13.7% | -8.1% |
| 3M | -18.9% | -0.9% | -17.9% | -19.5% |
| 6M | +16.7% | +30.2% | -13.5% | +1.8% |
| YTD | +61.1% | +16.3% | +44.8% | +46.2% |
| 1Y | +89.3% | +27.0% | +62.3% | +64.8% |
| 3Y | +333.3% | +154.5% | +178.8% | +146.7% |
| 5Y | +954.5% | -1.1% | +955.5% | +698.4% |
| 10Y | +1,067.0% | +0.5% | +1,066.5% | +554.1% |
| All | +989.2% | +131.7% | +857.5% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling