+346.2%
ATI vs TDY
+46.9%
+299.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -1.0% |
| 7D | -5.6% | -1.1% | -4.5% | -4.9% |
| 30D | -13.7% | -12.0% | -1.7% | -5.5% |
| 3M | -0.4% | -3.2% | +2.8% | +2.1% |
| 6M | +26.2% | -7.9% | +34.1% | +33.8% |
| YTD | +73.2% | +18.2% | +55.0% | +55.2% |
| 1Y | +161.6% | +6.7% | +155.0% | +151.2% |
| 3Y | +346.2% | +47.5% | +298.6% | +243.8% |
| All | +346.2% | +46.9% | +299.3% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling