+1,088.8%
ATI vs S
-72.3%
+1,161.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | +3.2% | -5.8% | +9.0% | +3.7% |
| 30D | -9.0% | -9.2% | +0.2% | -8.4% |
| 3M | +15.1% | +23.4% | -8.3% | +12.7% |
| 6M | +38.1% | +36.9% | +1.2% | +33.4% |
| YTD | +80.7% | +29.5% | +51.1% | +74.9% |
| 1Y | +167.5% | +5.4% | +162.1% | +163.7% |
| 3Y | +366.0% | +14.7% | +351.3% | +356.9% |
| 5Y | +1,088.8% | -71.5% | +1,160.3% | +1,079.0% |
| All | +1,088.8% | -72.3% | +1,161.1% | +1,079.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling