+86.5%
ATI vs S
+36.5%
+50.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.6% |
| 7D | +8.3% | -8.2% | +16.5% | +7.8% |
| 30D | -7.3% | -7.6% | +0.4% | -7.7% |
| 3M | -10.5% | +12.0% | -22.5% | -9.0% |
| 6M | +16.4% | +50.6% | -34.2% | +21.4% |
| YTD | +56.1% | +56.6% | -0.5% | +63.7% |
| 1Y | +86.5% | +39.2% | +47.3% | +97.2% |
| All | +86.5% | +36.5% | +50.0% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling