+14.7%
ATI vs Z
-26.0%
+40.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +5.5% |
| 7D | +6.0% | -5.2% | +11.2% | +5.7% |
| 30D | -3.6% | +5.7% | -9.4% | -2.2% |
| 3M | -18.9% | -8.7% | -10.1% | -19.4% |
| All | +14.7% | -26.0% | +40.7% | +22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling