+1,003.8%
ATI vs PR
+72.8%
+931.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +2.1% |
| 7D | +4.7% | -0.5% | +5.2% | +4.8% |
| 30D | -0.2% | -4.6% | +4.4% | +0.4% |
| 3M | -18.5% | +4.7% | -23.2% | -19.6% |
| 6M | +16.4% | +12.4% | +3.9% | +12.7% |
| YTD | +63.4% | +62.9% | +0.6% | +46.3% |
| 1Y | +91.5% | +70.6% | +21.0% | +69.7% |
| 3Y | +329.2% | +90.0% | +239.2% | +269.0% |
| 5Y | +966.7% | +255.5% | +711.2% | +685.5% |
| 10Y | +1,003.8% | +78.7% | +925.0% | +745.3% |
| All | +1,003.8% | +72.8% | +931.0% | +745.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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