+930.3%
ATI vs URA
+266.3%
+664.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -2.9% |
| 7D | +4.2% | -1.5% | +5.7% | +4.9% |
| 30D | -2.5% | -10.4% | +7.9% | +2.9% |
| 3M | -19.4% | -29.6% | +10.2% | -5.0% |
| 6M | +11.1% | -40.3% | +51.4% | +40.7% |
| YTD | +59.5% | -25.5% | +85.0% | +76.9% |
| 1Y | +85.8% | -26.4% | +112.2% | +106.3% |
| 3Y | +311.9% | +31.4% | +280.5% | +213.2% |
| 5Y | +963.2% | +28.6% | +934.7% | +670.3% |
| All | +930.3% | +266.3% | +664.1% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling