+91.9%
ATI vs TAP
-13.1%
+105.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.3% |
| 7D | +13.0% | -6.3% | +19.3% | +11.7% |
| 30D | +0.2% | +2.7% | -2.5% | +0.8% |
| 3M | -17.5% | -3.7% | -13.8% | -17.3% |
| 6M | +18.1% | -2.0% | +20.1% | +18.9% |
| YTD | +65.7% | -12.3% | +78.0% | +67.3% |
| 1Y | +91.9% | -10.1% | +102.0% | +91.8% |
| All | +91.9% | -13.1% | +105.0% | +91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling