+333.3%
ATI vs MOD
+148.6%
+184.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.9% | -4.7% | +2.4% |
| 7D | +6.0% | -13.9% | +19.9% | +9.5% |
| 30D | -3.6% | -41.5% | +37.9% | +10.7% |
| 3M | -18.9% | -45.7% | +26.9% | -5.4% |
| 6M | +16.7% | -61.1% | +77.8% | +47.2% |
| YTD | +61.1% | -20.5% | +81.6% | +66.8% |
| 1Y | +89.3% | -32.1% | +121.4% | +102.4% |
| 3Y | +333.3% | +146.5% | +186.9% | +199.1% |
| All | +333.3% | +148.6% | +184.7% | +199.1% |
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