+832.5%
ATI vs Z
+6.6%
+826.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.2% |
| 7D | +4.7% | -13.1% | +17.8% | +8.2% |
| 30D | -0.2% | +5.9% | -6.1% | -2.4% |
| 3M | -18.5% | -13.7% | -4.8% | -16.8% |
| 6M | +16.4% | -27.1% | +43.5% | +22.5% |
| YTD | +63.4% | -56.8% | +120.2% | +93.6% |
| 1Y | +91.5% | -60.2% | +151.8% | +131.1% |
| 3Y | +329.2% | -19.7% | +348.9% | +311.5% |
| 5Y | +966.7% | -53.7% | +1,020.4% | +1,007.9% |
| 10Y | +1,003.8% | -16.9% | +1,020.6% | +619.9% |
| All | +832.5% | +6.6% | +826.0% | +445.1% |
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