+369.3%
ATI vs PTC
-2.9%
+372.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.0% | +9.0% | +4.3% |
| 7D | -0.1% | -10.3% | +10.2% | +2.3% |
| 30D | +2.7% | +1.1% | +1.6% | +2.0% |
| 3M | +16.3% | +1.6% | +14.7% | +15.4% |
| 6M | +30.2% | -13.5% | +43.6% | +37.0% |
| YTD | +83.6% | -19.1% | +102.6% | +98.2% |
| 1Y | +173.0% | -33.9% | +206.9% | +224.7% |
| All | +369.3% | -2.9% | +372.1% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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