+91.7%
ATI vs Q
+66.4%
+25.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.3% | -1.9% | +2.0% |
| 7D | +6.2% | +0.3% | +5.9% | +6.1% |
| 30D | -7.1% | -9.8% | +2.7% | -3.5% |
| 3M | -21.3% | -12.2% | -9.1% | -17.8% |
| 6M | +6.5% | -21.6% | +28.1% | +13.8% |
| YTD | +53.2% | +43.6% | +9.6% | +41.1% |
| 1Y | +82.7% | +25.7% | +57.0% | +68.3% |
| All | +91.7% | +66.4% | +25.3% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling