+617.5%
ATI vs PL
+28.1%
+589.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.4% | -6.0% | +3.0% |
| 7D | +6.2% | -6.8% | +13.0% | +7.1% |
| 30D | -7.1% | -29.3% | +22.2% | -2.8% |
| 3M | -21.3% | -44.8% | +23.4% | -15.2% |
| 6M | +6.5% | -68.4% | +74.9% | +21.7% |
| YTD | +53.2% | -36.4% | +89.5% | +55.4% |
| 1Y | +82.7% | +0.7% | +82.0% | +72.2% |
| 3Y | +314.3% | +455.3% | -141.0% | +177.1% |
| 5Y | +890.9% | +22.7% | +868.2% | +619.5% |
| All | +617.5% | +28.1% | +589.4% | +399.7% |
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