+85.8%
ATI vs MOD
-6.2%
+91.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +27.9% | -31.6% | -10.7% |
| 7D | +4.2% | +40.4% | -36.3% | -6.1% |
| 30D | -2.5% | -14.0% | +11.5% | +0.9% |
| 3M | -19.4% | -33.3% | +13.9% | -10.4% |
| 6M | +11.1% | -51.4% | +62.5% | +34.0% |
| YTD | +59.5% | +1.6% | +57.9% | +64.3% |
| 1Y | +85.8% | +5.4% | +80.4% | +88.8% |
| All | +85.8% | -6.2% | +91.9% | +88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling