+366.0%
ATI vs Z
-37.5%
+403.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.9% | -0.7% |
| 7D | +3.2% | -3.3% | +6.4% | +3.6% |
| 30D | -9.0% | -3.7% | -5.3% | -8.7% |
| 3M | +15.1% | -7.0% | +22.1% | +15.5% |
| 6M | +38.1% | -29.5% | +67.6% | +45.6% |
| YTD | +80.7% | -52.6% | +133.2% | +103.3% |
| 1Y | +167.5% | -64.0% | +231.5% | +217.6% |
| 3Y | +366.0% | -36.4% | +402.4% | +398.5% |
| All | +366.0% | -37.5% | +403.4% | +398.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling