+1,178.1%
ATI vs Z
-5.7%
+1,183.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.4% | -7.1% | +9.5% | +4.1% |
| 30D | -9.5% | -4.8% | -4.7% | -8.8% |
| 3M | +10.4% | -9.3% | +19.7% | +11.4% |
| 6M | +31.8% | -29.0% | +60.8% | +40.6% |
| YTD | +80.0% | -52.9% | +132.9% | +109.5% |
| 1Y | +175.8% | -63.1% | +239.0% | +238.6% |
| 3Y | +364.2% | -36.9% | +401.1% | +379.5% |
| 5Y | +1,076.9% | -65.5% | +1,142.4% | +1,213.3% |
| 10Y | +1,178.1% | -3.9% | +1,182.0% | +718.3% |
| All | +1,178.1% | -5.7% | +1,183.8% | +718.3% |
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 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