+117.0%
ATI vs Q
+75.4%
+41.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -3.1% |
| 7D | -2.7% | +4.1% | -6.8% | -4.0% |
| 30D | -13.5% | -10.7% | -2.8% | -10.3% |
| 3M | +8.5% | -11.7% | +20.2% | +11.9% |
| 6M | +25.2% | +8.3% | +16.9% | +19.0% |
| YTD | +73.4% | +51.3% | +22.1% | +56.6% |
| All | +117.0% | +75.4% | +41.6% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling