+908.1%
ATI vs PR
+147.8%
+760.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.9% | -1.1% | -5.1% |
| 7D | -3.8% | -16.5% | +12.7% | -0.7% |
| 30D | -13.5% | -4.5% | -9.0% | -13.0% |
| 3M | -17.9% | +8.5% | -26.5% | -19.6% |
| 6M | +8.4% | -3.3% | +11.7% | +7.9% |
| YTD | +46.7% | +55.7% | -9.0% | +32.6% |
| 1Y | +74.5% | +82.0% | -7.6% | +52.7% |
| 3Y | +303.7% | +62.5% | +241.2% | +257.6% |
| 5Y | +848.9% | +223.9% | +625.0% | +613.1% |
| 10Y | +1,089.7% | +64.2% | +1,025.5% | +847.0% |
| All | +908.1% | +147.8% | +760.3% | +743.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling