+1,090.2%
ATI vs MKTX
+5.0%
+1,085.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -13.7% | +0.7% | -14.5% | -13.8% |
| 3M | -0.4% | +40.8% | -41.2% | -5.5% |
| 6M | +26.2% | -8.0% | +34.2% | +27.2% |
| YTD | +73.2% | -8.7% | +81.9% | +74.6% |
| 1Y | +161.6% | -11.8% | +173.4% | +164.8% |
| 3Y | +346.2% | -24.0% | +370.2% | +350.7% |
| 5Y | +1,047.6% | -60.3% | +1,108.0% | +1,198.4% |
| All | +1,090.2% | +5.0% | +1,085.2% | +792.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling