+1,020.5%
ATI vs TRMB
+1,892.4%
-871.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | +13.0% | +4.1% | +8.9% | +11.1% |
| 30D | +0.2% | -7.0% | +7.2% | +2.1% |
| 3M | -17.5% | -0.9% | -16.6% | -18.4% |
| 6M | +18.1% | -1.2% | +19.3% | +15.6% |
| YTD | +65.7% | -28.7% | +94.4% | +84.3% |
| 1Y | +91.9% | -32.1% | +124.0% | +117.5% |
| 3Y | +335.2% | +33.4% | +301.8% | +271.2% |
| 5Y | +1,004.3% | -35.6% | +1,039.9% | +1,136.0% |
| 10Y | +1,019.2% | +103.8% | +915.5% | +702.7% |
| All | +1,020.5% | +1,892.4% | -871.9% | +388.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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