+939.4%
ATI vs PL
+38.1%
+901.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.1% |
| 6M | +15.4% | -63.4% | +78.8% | +29.3% |
| YTD | +59.2% | -27.6% | +86.9% | +58.6% |
| 1Y | +86.3% | +6.6% | +79.7% | +74.2% |
| 3Y | +318.2% | +557.6% | -239.4% | +174.2% |
| All | +939.4% | +38.1% | +901.2% | +647.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling