+966.7%
ATI vs MOD
+818.0%
+148.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.6% |
| 7D | +4.7% | +8.2% | -3.5% | +2.4% |
| 30D | -0.2% | -38.2% | +37.9% | +13.2% |
| 3M | -18.5% | -46.2% | +27.7% | -4.3% |
| 6M | +16.4% | -62.5% | +78.9% | +49.3% |
| YTD | +63.4% | -20.1% | +83.5% | +67.6% |
| 1Y | +91.5% | -29.7% | +121.2% | +101.6% |
| 3Y | +329.2% | +136.2% | +193.0% | +184.0% |
| 5Y | +966.7% | +820.4% | +146.4% | +360.1% |
| All | +966.7% | +818.0% | +148.7% | +360.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling