+967.2%
ATI vs P
+469.1%
+498.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +3.4% |
| 7D | +6.2% | -23.8% | +30.0% | +14.2% |
| 30D | -7.1% | -36.6% | +29.5% | +5.2% |
| 3M | -21.3% | +10.9% | -32.2% | -25.7% |
| 6M | +6.5% | +30.0% | -23.5% | -5.7% |
| YTD | +53.2% | +44.4% | +8.8% | +29.6% |
| 1Y | +82.7% | +3.9% | +78.8% | +67.2% |
| 3Y | +314.3% | +176.6% | +137.7% | +154.8% |
| 5Y | +890.9% | +249.3% | +641.6% | +434.9% |
| 10Y | +1,142.3% | +726.9% | +415.4% | +357.7% |
| All | +967.2% | +469.1% | +498.0% | +303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling