+978.9%
ATI vs MTB
+850.4%
+128.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.1% |
| 7D | +4.2% | +1.5% | +2.6% | +3.1% |
| 30D | -2.5% | +2.3% | -4.9% | -4.2% |
| 3M | -19.4% | -12.1% | -7.3% | -11.9% |
| 6M | +11.1% | +9.8% | +1.3% | +3.2% |
| YTD | +59.5% | +12.0% | +47.5% | +45.8% |
| 1Y | +85.8% | +22.0% | +63.7% | +59.6% |
| 3Y | +311.9% | +107.6% | +204.3% | +137.0% |
| 5Y | +963.2% | +61.9% | +901.4% | +591.8% |
| 10Y | +977.6% | +116.3% | +861.3% | +482.1% |
| All | +978.9% | +850.4% | +128.4% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling