+947.5%
ATI vs Z
+25.1%
+922.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.5% |
| 7D | -0.1% | -3.0% | +2.9% | +0.6% |
| 30D | +2.7% | -4.2% | +6.9% | +3.1% |
| 3M | +16.3% | -3.7% | +20.0% | +15.8% |
| 6M | +30.2% | -24.5% | +54.7% | +37.3% |
| YTD | +83.6% | -49.3% | +132.9% | +111.6% |
| 1Y | +173.0% | -58.7% | +231.7% | +229.2% |
| 3Y | +356.6% | -34.1% | +390.8% | +367.5% |
| 5Y | +1,074.2% | -64.5% | +1,138.7% | +1,212.0% |
| 10Y | +1,136.2% | -0.5% | +1,136.7% | +677.9% |
| All | +947.5% | +25.1% | +922.4% | +496.0% |
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 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