+743.1%
ATI vs S
-52.7%
+795.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.3% |
| 7D | +6.2% | -13.4% | +19.6% | +7.2% |
| 30D | -7.1% | -14.0% | +6.9% | -6.2% |
| 3M | -21.3% | +4.9% | -26.2% | -21.9% |
| 6M | +6.5% | +42.0% | -35.5% | +2.9% |
| YTD | +53.2% | +45.1% | +8.0% | +47.1% |
| 1Y | +82.7% | +33.1% | +49.6% | +76.6% |
| 3Y | +314.3% | +40.6% | +273.7% | +301.7% |
| 5Y | +890.9% | -67.5% | +958.4% | +863.2% |
| All | +743.1% | -52.7% | +795.8% | +737.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling