+1,182.9%
ATI vs TAP
-50.9%
+1,233.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +0.4% |
| 7D | +3.2% | -2.3% | +5.5% | +4.3% |
| 30D | -9.0% | -9.4% | +0.4% | -5.0% |
| 3M | +15.1% | -0.8% | +15.9% | +13.9% |
| 6M | +38.1% | -14.7% | +52.9% | +46.7% |
| YTD | +80.7% | -13.9% | +94.6% | +89.6% |
| 1Y | +167.5% | -18.6% | +186.1% | +186.7% |
| 3Y | +366.0% | -32.0% | +398.0% | +425.6% |
| 5Y | +1,088.8% | -1.0% | +1,089.7% | +905.3% |
| All | +1,182.9% | -50.9% | +1,233.8% | +1,156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling