+86.5%
ATI vs PSLV
+7.9%
+78.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.7% | -1.9% |
| 7D | +8.3% | -2.6% | +11.0% | +8.9% |
| 30D | -7.3% | -14.2% | +6.9% | -4.3% |
| 3M | -10.5% | -12.2% | +1.7% | -8.2% |
| 6M | +16.4% | -28.1% | +44.5% | +23.4% |
| YTD | +56.1% | -28.2% | +84.3% | +62.3% |
| 1Y | +86.5% | +9.1% | +77.4% | +85.3% |
| All | +86.5% | +7.9% | +78.6% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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