+175.8%
ATI vs Z
-64.1%
+240.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +2.4% | -7.1% | +9.5% | +2.3% |
| 30D | -9.5% | -4.8% | -4.7% | -9.5% |
| 3M | +10.4% | -9.3% | +19.7% | +11.0% |
| 6M | +31.8% | -29.0% | +60.8% | +35.2% |
| YTD | +80.0% | -52.9% | +132.9% | +83.7% |
| 1Y | +175.8% | -63.1% | +239.0% | +177.0% |
| All | +175.8% | -64.1% | +240.0% | +177.0% |
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