+970.1%
ATI vs Z
-19.3%
+989.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.9% |
| 7D | +13.0% | -4.9% | +17.9% | +14.2% |
| 30D | +0.2% | +3.0% | -2.8% | -1.2% |
| 3M | -17.5% | -13.4% | -4.1% | -16.0% |
| 6M | +18.1% | -27.3% | +45.4% | +24.1% |
| YTD | +65.7% | -57.8% | +123.5% | +95.4% |
| 1Y | +91.9% | -60.0% | +151.9% | +128.8% |
| 3Y | +335.2% | -21.5% | +356.8% | +321.2% |
| 5Y | +1,004.3% | -55.0% | +1,059.3% | +1,053.4% |
| All | +970.1% | -19.3% | +989.4% | +641.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling