+333.3%
ATI vs PR
+86.0%
+247.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.2% | +5.4% |
| 7D | +6.0% | -12.4% | +18.4% | +9.5% |
| 30D | -3.6% | -6.6% | +2.9% | -2.4% |
| 3M | -18.9% | +7.5% | -26.4% | -21.5% |
| 6M | +16.7% | +10.8% | +5.9% | +11.0% |
| YTD | +61.1% | +57.0% | +4.1% | +30.6% |
| 1Y | +89.3% | +67.9% | +21.4% | +48.7% |
| 3Y | +333.3% | +87.6% | +245.7% | +199.3% |
| All | +333.3% | +86.0% | +247.3% | +199.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling