+1,141.3%
ATI vs TAP
+187.2%
+954.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.1% | -2.3% | +2.3% | +1.1% |
| 30D | +2.7% | -2.1% | +4.8% | +3.5% |
| 3M | +16.3% | +6.6% | +9.7% | +11.0% |
| 6M | +30.2% | -11.5% | +41.7% | +35.9% |
| YTD | +83.6% | -10.3% | +93.8% | +88.9% |
| 1Y | +173.0% | -14.4% | +187.4% | +185.3% |
| 3Y | +356.6% | -28.3% | +384.9% | +400.6% |
| 5Y | +1,074.2% | +1.7% | +1,072.5% | +929.4% |
| 10Y | +1,136.2% | -49.2% | +1,185.4% | +1,405.8% |
| All | +1,141.3% | +187.2% | +954.0% | +552.5% |
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