+366.0%
ATI vs TXT
+5.7%
+360.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | -9.0% | -11.1% | +2.1% | -1.9% |
| 3M | +15.1% | -13.0% | +28.1% | +25.3% |
| 6M | +38.1% | -16.2% | +54.3% | +54.1% |
| YTD | +80.7% | -8.7% | +89.4% | +90.1% |
| 1Y | +167.5% | -3.8% | +171.3% | +171.2% |
| 3Y | +366.0% | +5.5% | +360.5% | +318.1% |
| All | +366.0% | +5.7% | +360.3% | +318.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling