+1,098.9%
ATI vs REPL
-54.3%
+1,153.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.0% |
| 7D | -0.1% | -3.0% | +2.9% | 0.0% |
| 30D | +2.7% | +27.1% | -24.4% | +1.9% |
| 3M | +16.3% | +52.4% | -36.1% | +13.4% |
| 6M | +30.2% | +107.4% | -77.3% | +23.2% |
| YTD | +83.6% | +54.7% | +28.8% | +75.1% |
| 1Y | +173.0% | +158.9% | +14.1% | +152.6% |
| 3Y | +356.6% | -23.7% | +380.4% | +318.5% |
| All | +1,098.9% | -54.3% | +1,153.2% | +1,034.1% |
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