+1,072.6%
ATI vs TDY
+5,514.1%
-4,441.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -2.7% | -1.9% | -0.8% | -1.8% |
| 30D | -13.5% | -12.5% | -1.0% | -7.6% |
| 3M | +8.5% | -0.8% | +9.3% | +9.2% |
| 6M | +25.2% | -9.0% | +34.2% | +31.5% |
| YTD | +73.4% | +16.8% | +56.6% | +61.0% |
| 1Y | +160.5% | +9.5% | +151.0% | +149.1% |
| 3Y | +347.3% | +45.4% | +301.9% | +272.7% |
| 5Y | +1,049.0% | +37.8% | +1,011.1% | +876.0% |
| 10Y | +1,131.4% | +470.2% | +661.2% | +487.9% |
| All | +1,072.6% | +5,514.1% | -4,441.5% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling