+1,338.4%
ATI vs MKTX
+1,445.1%
-106.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -9.5% | +1.0% | -10.4% | -9.8% |
| 3M | +10.4% | +40.8% | -30.4% | -3.4% |
| 6M | +31.8% | -10.9% | +42.7% | +33.6% |
| YTD | +80.0% | -8.6% | +88.6% | +80.3% |
| 1Y | +175.8% | -11.6% | +187.4% | +178.0% |
| 3Y | +364.2% | -24.5% | +388.8% | +368.0% |
| 5Y | +1,076.9% | -60.7% | +1,137.6% | +1,343.2% |
| 10Y | +1,178.1% | +5.1% | +1,173.0% | +861.5% |
| All | +1,338.4% | +1,445.1% | -106.7% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling