+258.5%
ATI vs MULL
+2,561.4%
-2,302.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.8% | -8.8% | +1.5% |
| 7D | -0.1% | +17.3% | -17.4% | -2.2% |
| 30D | +2.7% | +23.5% | -20.8% | -0.7% |
| 3M | +16.3% | -24.0% | +40.3% | +13.3% |
| 6M | +30.2% | +276.7% | -246.6% | -4.3% |
| YTD | +83.6% | +565.1% | -481.5% | +19.8% |
| 1Y | +173.0% | +2,802.6% | -2,629.6% | +30.2% |
| All | +258.5% | +2,561.4% | -2,302.9% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling