+645.8%
ATI vs PL
+45.6%
+600.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.3% | +5.6% | -4.3% | +0.4% |
| 30D | -4.8% | -16.9% | +12.2% | -2.6% |
| 3M | -19.9% | -38.2% | +18.3% | -15.0% |
| 6M | +15.4% | -63.4% | +78.8% | +29.4% |
| YTD | +59.2% | -27.6% | +86.9% | +58.5% |
| 1Y | +86.3% | +6.6% | +79.7% | +74.1% |
| 3Y | +318.2% | +557.6% | -239.4% | +173.2% |
| 5Y | +958.6% | +39.5% | +919.1% | +657.6% |
| All | +645.8% | +45.6% | +600.2% | +409.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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