+1,141.3%
ATI vs MOD
+880.3%
+260.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +1.4% |
| 7D | -0.1% | +9.6% | -9.6% | -3.4% |
| 30D | +2.7% | 0.0% | +2.7% | +2.3% |
| 3M | +16.3% | -35.4% | +51.7% | +34.5% |
| 6M | +30.2% | -7.3% | +37.4% | +30.0% |
| YTD | +83.6% | +45.8% | +37.8% | +52.1% |
| 1Y | +173.0% | +43.1% | +129.9% | +122.7% |
| 3Y | +356.6% | +297.7% | +59.0% | +119.1% |
| 5Y | +1,074.2% | +1,478.8% | -404.6% | +202.8% |
| 10Y | +1,136.2% | +1,633.4% | -497.2% | +151.6% |
| All | +1,141.3% | +880.3% | +260.9% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling