+251.5%
ATI vs MULL
+2,620.5%
-2,369.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.1% |
| 7D | +2.4% | +14.8% | -12.4% | +0.5% |
| 30D | -9.5% | +36.6% | -46.0% | -13.6% |
| 3M | +10.4% | -8.9% | +19.3% | +5.7% |
| 6M | +31.8% | +311.9% | -280.1% | -4.2% |
| YTD | +80.0% | +579.8% | -499.9% | +17.1% |
| 1Y | +175.8% | +2,421.5% | -2,245.7% | +35.7% |
| All | +251.5% | +2,620.5% | -2,369.0% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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