+1,003.8%
ATI vs MOD
+915.9%
+87.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.4% |
| 7D | +4.7% | +8.2% | -3.5% | +1.9% |
| 30D | -0.2% | -38.2% | +37.9% | +16.1% |
| 3M | -18.5% | -46.2% | +27.7% | -1.2% |
| 6M | +16.4% | -62.5% | +78.9% | +56.8% |
| YTD | +63.4% | -20.1% | +83.5% | +65.9% |
| 1Y | +91.5% | -29.7% | +121.2% | +100.6% |
| 3Y | +329.2% | +136.2% | +193.0% | +149.9% |
| 5Y | +966.7% | +820.4% | +146.4% | +230.1% |
| 10Y | +1,003.8% | +839.8% | +163.9% | +172.3% |
| All | +1,003.8% | +915.9% | +87.9% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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