+1,076.9%
ATI vs MTB
+103.4%
+973.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.4% | +1.1% | +1.3% | +1.8% |
| 30D | -9.5% | -4.6% | -4.9% | -7.0% |
| 3M | +10.4% | +6.3% | +4.1% | +6.3% |
| 6M | +31.8% | +15.6% | +16.2% | +21.1% |
| YTD | +80.0% | +20.6% | +59.4% | +60.9% |
| 1Y | +175.8% | +22.5% | +153.3% | +143.6% |
| 3Y | +364.2% | +114.4% | +249.8% | +200.5% |
| 5Y | +1,076.9% | +101.9% | +975.0% | +643.9% |
| All | +1,076.9% | +103.4% | +973.5% | +643.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling