+935.8%
ATI vs PTC
+228.5%
+707.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +6.2% | -0.2% | +6.4% | +6.2% |
| 30D | -7.1% | +0.8% | -7.8% | -7.3% |
| 3M | -21.3% | +32.1% | -53.4% | -30.5% |
| 6M | +6.5% | +42.6% | -36.1% | -10.0% |
| YTD | +53.2% | +12.0% | +41.2% | +39.7% |
| 1Y | +82.7% | +12.2% | +70.6% | +66.5% |
| 3Y | +314.3% | +31.2% | +283.1% | +252.3% |
| 5Y | +890.9% | +54.9% | +836.0% | +679.9% |
| 10Y | +1,142.3% | +343.1% | +799.2% | +579.0% |
| All | +935.8% | +228.5% | +707.3% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling