+367.2%
ATI vs MOD
+300.6%
+66.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +1.8% |
| 7D | -0.1% | +9.6% | -9.6% | -2.6% |
| 30D | +2.7% | 0.0% | +2.7% | +2.5% |
| 3M | +16.3% | -35.4% | +51.7% | +29.7% |
| 6M | +30.2% | -7.3% | +37.4% | +30.7% |
| YTD | +83.6% | +45.8% | +37.8% | +63.2% |
| 1Y | +173.0% | +43.1% | +129.9% | +140.3% |
| All | +367.2% | +300.6% | +66.6% | +195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling