+82.7%
ATI vs PR
+80.1%
+2.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.7% |
| 7D | +6.2% | -16.4% | +22.6% | +2.4% |
| 30D | -7.1% | -1.9% | -5.2% | -7.4% |
| 3M | -21.3% | +8.0% | -29.3% | -20.0% |
| 6M | +6.5% | +4.1% | +2.4% | +8.1% |
| YTD | +53.2% | +58.7% | -5.5% | +54.5% |
| 1Y | +82.7% | +75.8% | +6.9% | +77.2% |
| All | +82.7% | +80.1% | +2.7% | +77.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling