+593.6%
ATI vs REPL
+39.1%
+554.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +5.0% |
| 7D | +6.0% | +14.2% | -8.2% | +5.2% |
| 30D | -3.6% | +65.9% | -69.5% | -6.7% |
| 3M | -18.9% | +84.6% | -103.4% | -22.1% |
| 6M | +16.7% | +446.9% | -430.2% | +0.4% |
| YTD | +61.1% | +129.0% | -67.9% | +40.6% |
| 1Y | +89.3% | +167.9% | -78.6% | +63.2% |
| 3Y | +333.3% | +93.9% | +239.4% | +211.5% |
| 5Y | +954.5% | -33.0% | +987.5% | +747.9% |
| All | +593.6% | +39.1% | +554.5% | +283.8% |
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