+930.3%
ATI vs MTB
+115.1%
+815.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.2% |
| 7D | +4.2% | +1.5% | +2.6% | +3.0% |
| 30D | -2.5% | +2.3% | -4.9% | -4.3% |
| 3M | -19.4% | -12.1% | -7.3% | -11.2% |
| 6M | +11.1% | +9.8% | +1.3% | +2.3% |
| YTD | +59.5% | +12.0% | +47.5% | +44.1% |
| 1Y | +85.8% | +22.0% | +63.7% | +56.7% |
| 3Y | +311.9% | +107.6% | +204.3% | +119.9% |
| 5Y | +963.2% | +61.9% | +901.4% | +542.1% |
| All | +930.3% | +115.1% | +815.2% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling