+126.1%
ATI vs Q
+75.3%
+50.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.4% |
| 7D | +3.2% | +6.7% | -3.6% | +0.9% |
| 30D | -9.0% | -10.6% | +1.6% | -5.7% |
| 3M | +15.1% | -14.6% | +29.7% | +20.0% |
| 6M | +38.1% | +12.1% | +26.1% | +30.3% |
| YTD | +80.7% | +51.3% | +29.4% | +63.2% |
| All | +126.1% | +75.3% | +50.7% | +104.3% |
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