+86.5%
ATI vs Z
-54.2%
+140.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.4% | -10.1% | -0.4% |
| 7D | +8.3% | +10.2% | -1.8% | +8.7% |
| 30D | -7.3% | +23.7% | -30.9% | -6.9% |
| 3M | -10.5% | -6.6% | -4.0% | -10.2% |
| 6M | +16.4% | -23.0% | +39.4% | +20.4% |
| YTD | +56.1% | -50.3% | +106.4% | +63.3% |
| 1Y | +86.5% | -53.6% | +140.1% | +97.3% |
| All | +86.5% | -54.2% | +140.7% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling