+561.3%
ATI vs PSKY
-63.1%
+624.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.9% | -9.0% |
| 7D | -3.3% | -24.6% | +21.3% | -38.3% |
| 30D | -1.4% | -36.1% | +34.8% | -51.1% |
| 3M | +977.8% | -77.9% | +1,055.7% | +663.9% |
| 6M | +977.8% | -77.9% | +1,055.7% | +663.9% |
| YTD | +977.8% | -77.9% | +1,055.7% | +663.9% |
| 1Y | +977.8% | -77.9% | +1,055.7% | +663.9% |
| 3Y | +977.8% | -77.9% | +1,055.7% | +663.9% |
| 5Y | +979.6% | -80.0% | +1,059.7% | +710.3% |
| 10Y | +1,028.9% | -84.4% | +1,113.3% | +661.2% |
| All | +561.3% | -63.1% | +624.4% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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