+819.2%
ATI vs Z
+10.9%
+808.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +4.3% |
| 7D | +6.0% | -5.2% | +11.2% | +7.1% |
| 30D | -3.6% | +5.7% | -9.4% | -5.7% |
| 3M | -18.9% | -8.7% | -10.1% | -18.3% |
| 6M | +16.7% | -26.0% | +42.7% | +22.5% |
| YTD | +61.1% | -55.0% | +116.1% | +89.1% |
| 1Y | +89.3% | -58.0% | +147.3% | +125.5% |
| 3Y | +333.3% | -15.2% | +348.5% | +310.0% |
| 5Y | +954.5% | -53.8% | +1,008.3% | +998.3% |
| 10Y | +1,067.0% | -14.5% | +1,081.5% | +657.1% |
| All | +819.2% | +10.9% | +808.3% | +432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling