+910.3%
ATI vs S
-56.8%
+967.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +3.0% |
| 7D | -0.1% | -7.7% | +7.7% | +0.5% |
| 30D | +2.7% | -5.3% | +8.0% | +3.0% |
| 3M | +16.3% | +20.3% | -3.9% | +14.4% |
| 6M | +30.2% | +47.4% | -17.2% | +25.3% |
| YTD | +83.6% | +32.5% | +51.0% | +77.9% |
| 1Y | +173.0% | +9.5% | +163.5% | +168.6% |
| 3Y | +356.6% | +15.5% | +341.1% | +348.4% |
| 5Y | +1,074.2% | -71.2% | +1,145.4% | +1,046.4% |
| All | +910.3% | -56.8% | +967.1% | +912.9% |
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