+901.1%
ATI vs REPL
-35.6%
+936.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.0% | -3.6% | +4.2% |
| 7D | +6.2% | +22.8% | -16.6% | +5.5% |
| 30D | -7.1% | +63.8% | -70.9% | -8.5% |
| 3M | -21.3% | +68.1% | -89.4% | -22.6% |
| 6M | +6.5% | +528.5% | -522.0% | -0.7% |
| YTD | +53.2% | +122.4% | -69.2% | +44.7% |
| 1Y | +82.7% | +154.4% | -71.6% | +71.8% |
| 3Y | +314.3% | +68.0% | +246.3% | +266.4% |
| All | +901.1% | -35.6% | +936.7% | +861.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling