+2,141.0%
ATI vs OUST
-62.4%
+2,203.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.8% |
| 7D | -0.1% | +5.2% | -5.3% | -0.6% |
| 30D | +2.7% | -19.3% | +22.0% | +5.0% |
| 3M | +16.3% | -22.6% | +39.0% | +17.4% |
| 6M | +30.2% | +62.8% | -32.6% | +19.9% |
| YTD | +83.6% | +68.3% | +15.2% | +67.5% |
| 1Y | +173.0% | +28.5% | +144.5% | +153.1% |
| 3Y | +356.6% | +554.0% | -197.4% | +231.7% |
| 5Y | +1,074.2% | -56.2% | +1,130.4% | +935.0% |
| All | +2,141.0% | -62.4% | +2,203.4% | +1,895.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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