+296.7%
ATI vs PL
+403.1%
-106.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -10.1% | +4.1% | -4.6% |
| 7D | -3.8% | -20.5% | +16.7% | -0.7% |
| 30D | -13.5% | -38.8% | +25.2% | -7.7% |
| 3M | -17.9% | -49.1% | +31.2% | -10.4% |
| 6M | +8.4% | -69.4% | +77.7% | +24.4% |
| YTD | +46.7% | -42.3% | +89.0% | +50.4% |
| 1Y | +74.5% | -14.2% | +88.7% | +67.2% |
| All | +296.7% | +403.1% | -106.3% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling