+1,049.0%
ATI vs TRU
-36.7%
+1,085.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | -9.4% | +6.7% | 0.0% |
| 30D | -13.5% | -4.1% | -9.4% | -12.7% |
| 3M | +8.5% | +13.6% | -5.1% | +2.5% |
| 6M | +25.2% | +3.6% | +21.6% | +21.5% |
| YTD | +73.4% | -9.8% | +83.2% | +74.4% |
| 1Y | +160.5% | -13.6% | +174.2% | +164.6% |
| 3Y | +347.3% | -2.0% | +349.2% | +324.0% |
| 5Y | +1,049.0% | -35.8% | +1,084.8% | +1,128.7% |
| All | +1,049.0% | -36.7% | +1,085.6% | +1,128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling