+1,090.2%
ATI vs MTB
+173.8%
+916.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.4% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -13.7% | -4.8% | -8.9% | -10.3% |
| 3M | -0.4% | +6.0% | -6.3% | -5.3% |
| 6M | +26.2% | +19.6% | +6.6% | +9.3% |
| YTD | +73.2% | +21.5% | +51.7% | +47.2% |
| 1Y | +161.6% | +24.7% | +136.9% | +116.8% |
| 3Y | +346.2% | +108.6% | +237.6% | +137.2% |
| 5Y | +1,047.6% | +106.7% | +940.9% | +453.5% |
| All | +1,090.2% | +173.8% | +916.4% | +277.8% |
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