+496.0%
ATI vs SPXU
-100.0%
+596.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.0% |
| 7D | +4.2% | -7.6% | +11.7% | +0.1% |
| 30D | -2.5% | +5.3% | -7.9% | +1.9% |
| 3M | -19.4% | +9.6% | -29.1% | -13.6% |
| 6M | +11.1% | -4.5% | +15.6% | +12.2% |
| YTD | +59.5% | -25.9% | +85.4% | +44.1% |
| 1Y | +85.8% | -28.9% | +114.6% | +65.0% |
| 3Y | +311.9% | -80.5% | +392.4% | +113.6% |
| 5Y | +963.2% | -83.4% | +1,046.6% | +535.9% |
| 10Y | +977.6% | -99.5% | +1,077.1% | +50.5% |
| All | +496.0% | -100.0% | +596.0% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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