+88.4%
ATI vs MOD
-33.9%
+122.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.9% | -4.7% | +2.2% |
| 7D | +6.0% | -13.9% | +19.9% | +9.5% |
| 30D | -3.6% | -41.5% | +37.9% | +11.6% |
| 3M | -18.9% | -45.7% | +26.9% | -4.5% |
| 6M | +16.7% | -61.1% | +77.8% | +49.3% |
| YTD | +61.1% | -20.5% | +81.6% | +79.5% |
| All | +88.4% | -33.9% | +122.3% | +114.9% |
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