+786.6%
ATI vs S
-48.9%
+835.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.0% | -2.9% | +4.6% |
| 7D | +6.0% | +1.6% | +4.4% | +5.9% |
| 30D | -3.6% | -10.5% | +6.8% | -3.0% |
| 3M | -18.9% | +9.9% | -28.8% | -19.7% |
| 6M | +16.7% | +41.8% | -25.1% | +12.9% |
| YTD | +61.1% | +56.8% | +4.3% | +53.8% |
| 1Y | +89.3% | +39.0% | +50.3% | +82.5% |
| 3Y | +333.3% | +53.8% | +279.5% | +317.6% |
| 5Y | +954.5% | -68.6% | +1,023.1% | +916.1% |
| All | +786.6% | -48.9% | +835.4% | +775.8% |
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