+939.4%
ATI vs PR
+247.9%
+691.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +1.3% | -9.5% | +10.8% | +3.9% |
| 30D | -4.8% | -5.7% | +0.9% | -3.7% |
| 3M | -19.9% | +3.0% | -22.9% | -21.2% |
| 6M | +15.4% | +11.8% | +3.5% | +10.3% |
| YTD | +59.2% | +58.5% | +0.7% | +35.6% |
| 1Y | +86.3% | +69.9% | +16.4% | +55.0% |
| 3Y | +318.2% | +84.9% | +233.3% | +232.7% |
| All | +939.4% | +247.9% | +691.5% | +559.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling