+647.3%
ATI vs PL
+40.9%
+606.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.6% |
| 7D | +4.2% | +10.0% | -5.9% | +2.7% |
| 30D | -2.5% | -2.3% | -0.3% | -2.4% |
| 3M | -19.4% | -44.2% | +24.8% | -13.3% |
| 6M | +11.1% | -66.1% | +77.2% | +25.9% |
| YTD | +59.5% | -30.0% | +89.5% | +59.6% |
| 1Y | +85.8% | +21.0% | +64.7% | +70.7% |
| 3Y | +311.9% | +516.5% | -204.6% | +171.5% |
| 5Y | +963.2% | +32.0% | +931.2% | +679.2% |
| All | +647.3% | +40.9% | +606.4% | +413.2% |
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