+82.7%
ATI vs MOD
-37.3%
+120.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +2.8% |
| 7D | +6.2% | -25.5% | +31.7% | +14.4% |
| 30D | -7.1% | -49.0% | +41.9% | +12.0% |
| 3M | -21.3% | -49.8% | +28.5% | -5.3% |
| 6M | +6.5% | -64.8% | +71.3% | +40.2% |
| YTD | +53.2% | -27.6% | +80.8% | +75.4% |
| 1Y | +82.7% | -35.2% | +117.9% | +112.4% |
| All | +82.7% | -37.3% | +120.0% | +112.4% |
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