+592.6%
ATI vs TRU
+238.0%
+354.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.9% | +8.9% | +5.8% |
| 7D | -0.1% | -6.8% | +6.7% | +3.1% |
| 30D | +2.7% | 0.0% | +2.7% | +2.0% |
| 3M | +16.3% | +13.3% | +3.0% | +6.5% |
| 6M | +30.2% | +3.4% | +26.7% | +23.8% |
| YTD | +83.6% | -6.4% | +89.9% | +80.4% |
| 1Y | +173.0% | -9.7% | +182.7% | +169.9% |
| 3Y | +356.6% | +0.1% | +356.5% | +297.7% |
| 5Y | +1,074.2% | -34.0% | +1,108.2% | +1,192.0% |
| 10Y | +1,136.2% | +147.9% | +988.3% | +494.1% |
| All | +592.6% | +238.0% | +354.6% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling