+1,098.9%
ATI vs PTC
+6.0%
+1,092.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.0% | +9.0% | +4.7% |
| 7D | -0.1% | -10.3% | +10.2% | +3.0% |
| 30D | +2.7% | +1.1% | +1.6% | +1.9% |
| 3M | +16.3% | +1.6% | +14.7% | +14.4% |
| 6M | +30.2% | -13.5% | +43.6% | +35.3% |
| YTD | +83.6% | -19.1% | +102.6% | +95.0% |
| 1Y | +173.0% | -33.9% | +206.9% | +215.2% |
| 3Y | +356.6% | -3.9% | +360.5% | +332.8% |
| All | +1,098.9% | +6.0% | +1,092.9% | +972.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling