+976.7%
ATI vs TXT
+217.4%
+759.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -2.2% |
| 7D | +1.3% | -1.1% | +2.4% | +2.0% |
| 30D | -4.8% | +17.1% | -21.8% | -14.3% |
| 3M | -19.9% | -2.6% | -17.3% | -19.0% |
| 6M | +15.4% | -4.6% | +19.9% | +17.6% |
| YTD | +59.2% | -0.3% | +59.6% | +57.6% |
| 1Y | +86.3% | +5.9% | +80.4% | +77.3% |
| 3Y | +318.2% | +14.4% | +303.8% | +272.7% |
| 5Y | +958.6% | +15.9% | +942.8% | +824.0% |
| 10Y | +996.8% | +99.6% | +897.2% | +603.5% |
| All | +976.7% | +217.4% | +759.2% | +262.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling