+891.9%
ATI vs MOD
+348.9%
+543.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.3% | +1.3% | -3.3% |
| 7D | -3.8% | -34.2% | +30.3% | +10.8% |
| 30D | -13.5% | -51.9% | +38.3% | +11.6% |
| 3M | -17.9% | -53.0% | +35.1% | +5.9% |
| 6M | +8.4% | -66.4% | +74.7% | +54.9% |
| YTD | +46.7% | -31.5% | +78.2% | +57.4% |
| 1Y | +74.5% | -39.6% | +114.0% | +93.1% |
| 3Y | +303.7% | +116.8% | +186.9% | +139.0% |
| 5Y | +848.9% | +713.8% | +135.1% | +206.5% |
| 10Y | +1,089.7% | +882.7% | +207.0% | +191.6% |
| All | +891.9% | +348.9% | +543.0% | +124.0% |
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