+935.8%
ATI vs TAP
+186.0%
+749.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +6.6% |
| 7D | +6.2% | +0.5% | +5.6% | +5.6% |
| 30D | -7.1% | +9.1% | -16.2% | -12.0% |
| 3M | -21.3% | -3.8% | -17.5% | -21.1% |
| 6M | +6.5% | -3.4% | +9.9% | +5.2% |
| YTD | +53.2% | -10.6% | +63.8% | +55.9% |
| 1Y | +82.7% | -4.4% | +87.1% | +78.9% |
| 3Y | +314.3% | -24.4% | +338.7% | +336.3% |
| 5Y | +890.9% | +2.1% | +888.8% | +755.1% |
| 10Y | +1,142.3% | -48.7% | +1,191.1% | +1,381.8% |
| All | +935.8% | +186.0% | +749.8% | +438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling