+1,067.0%
ATI vs PR
+66.7%
+1,000.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.2% | +5.4% |
| 7D | +6.0% | -12.4% | +18.4% | +8.6% |
| 30D | -3.6% | -6.6% | +2.9% | -2.6% |
| 3M | -18.9% | +7.5% | -26.4% | -20.4% |
| 6M | +16.7% | +10.8% | +5.9% | +13.3% |
| YTD | +61.1% | +57.0% | +4.1% | +45.2% |
| 1Y | +89.3% | +67.9% | +21.4% | +68.2% |
| 3Y | +333.3% | +87.6% | +245.7% | +273.6% |
| 5Y | +954.5% | +220.4% | +734.1% | +691.2% |
| 10Y | +1,067.0% | +64.8% | +1,002.2% | +821.7% |
| All | +1,067.0% | +66.7% | +1,000.3% | +821.7% |
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