+916.9%
ATI vs VSXY
+37.7%
+879.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.1% |
| 7D | +2.4% | -10.7% | +13.1% | +3.9% |
| 30D | -9.5% | -24.3% | +14.8% | -6.1% |
| 3M | +10.4% | +1.0% | +9.4% | +9.6% |
| 6M | +31.8% | +57.4% | -25.6% | +20.4% |
| YTD | +80.0% | +39.8% | +40.2% | +66.5% |
| 1Y | +175.8% | +196.5% | -20.6% | +126.1% |
| 3Y | +364.2% | +357.2% | +7.0% | +235.1% |
| 5Y | +1,076.9% | +18.9% | +1,058.0% | +863.3% |
| All | +916.9% | +37.7% | +879.3% | +714.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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