+1,178.8%
ATI vs P
+485.4%
+693.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.6% |
| 7D | -0.1% | +6.5% | -6.6% | -1.9% |
| 30D | +2.7% | +18.8% | -16.1% | -3.3% |
| 3M | +16.3% | +26.7% | -10.4% | +6.7% |
| 6M | +30.2% | +62.2% | -32.0% | +9.5% |
| YTD | +83.6% | +48.5% | +35.1% | +56.6% |
| 1Y | +173.0% | +26.4% | +146.6% | +138.8% |
| 3Y | +356.6% | +159.4% | +197.2% | +191.6% |
| 5Y | +1,074.2% | +275.8% | +798.4% | +529.2% |
| 10Y | +1,136.2% | +732.0% | +404.2% | +361.2% |
| All | +1,178.8% | +485.4% | +693.4% | +387.4% |
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