+367.2%
ATI vs PL
+454.1%
-87.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.2% | +3.2% |
| 7D | -0.1% | -9.3% | +9.3% | +1.3% |
| 30D | +2.7% | -18.9% | +21.6% | +5.7% |
| 3M | +16.3% | -58.4% | +74.7% | +29.7% |
| 6M | +30.2% | -30.3% | +60.5% | +31.9% |
| YTD | +83.6% | -8.1% | +91.7% | +76.8% |
| 1Y | +173.0% | +180.5% | -7.5% | +113.1% |
| All | +367.2% | +454.1% | -87.0% | +182.4% |
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