+1,055.0%
ATI vs P
+712.4%
+342.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.1% |
| 7D | +3.2% | +7.8% | -4.7% | +0.9% |
| 30D | -9.0% | +12.3% | -21.3% | -12.9% |
| 3M | +15.1% | +37.1% | -22.0% | +3.3% |
| 6M | +38.1% | +66.1% | -27.9% | +15.4% |
| YTD | +80.7% | +50.9% | +29.7% | +53.5% |
| 1Y | +167.5% | +27.2% | +140.3% | +133.7% |
| 3Y | +366.0% | +158.7% | +207.3% | +198.2% |
| 5Y | +1,088.8% | +291.1% | +797.7% | +526.5% |
| 10Y | +1,055.0% | +715.0% | +340.0% | +369.1% |
| All | +1,055.0% | +712.4% | +342.6% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling