+613.5%
ATI vs REPL
+37.4%
+576.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +13.0% | +9.8% | +3.2% | +12.3% |
| 30D | +0.2% | +81.5% | -81.3% | -3.5% |
| 3M | -17.5% | +44.2% | -61.7% | -19.5% |
| 6M | +18.1% | +437.4% | -419.3% | +1.8% |
| YTD | +65.7% | +126.1% | -60.4% | +44.7% |
| 1Y | +91.9% | +143.1% | -51.2% | +66.6% |
| 3Y | +335.2% | +97.8% | +237.4% | +211.5% |
| 5Y | +1,004.3% | -34.3% | +1,038.6% | +789.4% |
| All | +613.5% | +37.4% | +576.2% | +295.0% |
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