+363.6%
ATI vs MDY
+48.7%
+314.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +1.1% |
| 7D | +2.4% | -0.8% | +3.2% | +3.5% |
| 30D | -9.5% | -3.9% | -5.6% | -4.4% |
| 3M | +10.4% | 0.0% | +10.4% | +10.7% |
| 6M | +31.8% | +8.5% | +23.3% | +19.3% |
| YTD | +80.0% | +13.2% | +66.8% | +54.3% |
| 1Y | +175.8% | +15.0% | +160.8% | +132.0% |
| All | +363.6% | +48.7% | +314.9% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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