+1,117.0%
ATI vs TKO
+2,127.5%
-1,010.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | +2.4% | +0.7% | +1.7% | +2.1% |
| 30D | -9.5% | +0.9% | -10.4% | -10.0% |
| 3M | +10.4% | -6.2% | +16.5% | +11.9% |
| 6M | +31.8% | -5.6% | +37.4% | +33.1% |
| YTD | +80.0% | -7.8% | +87.8% | +82.7% |
| 1Y | +175.8% | -1.2% | +177.0% | +173.6% |
| 3Y | +364.2% | +106.5% | +257.7% | +263.0% |
| 5Y | +1,076.9% | +310.4% | +766.5% | +633.1% |
| 10Y | +1,178.1% | +987.5% | +190.6% | +441.1% |
| All | +1,117.0% | +2,127.5% | -1,010.5% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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