+363.6%
ATI vs MTB
+112.6%
+251.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.4% | +1.1% | +1.3% | +1.7% |
| 30D | -9.5% | -4.6% | -4.9% | -6.8% |
| 3M | +10.4% | +6.3% | +4.1% | +5.8% |
| 6M | +31.8% | +15.6% | +16.2% | +19.9% |
| YTD | +80.0% | +20.6% | +59.4% | +58.5% |
| 1Y | +175.8% | +22.5% | +153.3% | +140.0% |
| All | +363.6% | +112.6% | +251.1% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling