+545.8%
ATI vs VRSK
+586.4%
-40.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.6% | -5.2% | -0.5% | -3.4% |
| 30D | -13.7% | -2.3% | -11.4% | -13.3% |
| 3M | -0.4% | -2.9% | +2.6% | -1.2% |
| 6M | +26.2% | -12.8% | +39.0% | +30.0% |
| YTD | +73.2% | -20.8% | +94.0% | +85.2% |
| 1Y | +161.6% | -33.2% | +194.8% | +203.8% |
| 3Y | +346.2% | -26.6% | +372.7% | +371.5% |
| 5Y | +1,047.6% | -11.3% | +1,059.0% | +947.3% |
| 10Y | +1,130.0% | +126.1% | +1,003.9% | +492.8% |
| All | +545.8% | +586.4% | -40.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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