+996.8%
ATI vs Z
-19.5%
+1,016.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.4% | +0.1% |
| 7D | +1.3% | -6.5% | +7.8% | +2.6% |
| 30D | -4.8% | -0.1% | -4.7% | -5.5% |
| 3M | -19.9% | -14.1% | -5.8% | -18.3% |
| 6M | +15.4% | -30.1% | +45.4% | +22.3% |
| YTD | +59.2% | -57.5% | +116.7% | +87.5% |
| 1Y | +86.3% | -60.3% | +146.6% | +122.5% |
| 3Y | +318.2% | -21.0% | +339.3% | +304.2% |
| 5Y | +958.6% | -54.9% | +1,013.5% | +1,005.6% |
| 10Y | +996.8% | -16.0% | +1,012.8% | +662.4% |
| All | +996.8% | -19.5% | +1,016.3% | +662.4% |
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