+675.0%
ATI vs REPL
-9.7%
+684.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +2.4% | -9.6% | +12.0% | +3.0% |
| 30D | -9.5% | +5.7% | -15.2% | -9.9% |
| 3M | +10.4% | +56.4% | -46.0% | +4.7% |
| 6M | +31.8% | +67.4% | -35.6% | +17.8% |
| YTD | +80.0% | +48.7% | +31.3% | +61.6% |
| 1Y | +175.8% | +148.3% | +27.5% | +129.3% |
| 3Y | +364.2% | -26.7% | +390.9% | +269.2% |
| 5Y | +1,076.9% | -54.1% | +1,131.0% | +862.3% |
| All | +675.0% | -9.7% | +684.7% | +341.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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