+690.4%
ATI vs REPL
-6.0%
+696.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.1% |
| 7D | -0.1% | -3.0% | +2.9% | +0.1% |
| 30D | +2.7% | +27.1% | -24.4% | +1.1% |
| 3M | +16.3% | +52.4% | -36.1% | +10.5% |
| 6M | +30.2% | +107.4% | -77.3% | +14.5% |
| YTD | +83.6% | +54.7% | +28.8% | +64.4% |
| 1Y | +173.0% | +158.9% | +14.1% | +126.3% |
| 3Y | +356.6% | -23.7% | +380.4% | +262.3% |
| 5Y | +1,074.2% | -54.3% | +1,128.5% | +865.5% |
| All | +690.4% | -6.0% | +696.4% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling