-9.0%
AUR vs ATI
+86.4%
-95.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -4.2% |
| 7D | -19.8% | +8.3% | -28.2% | -23.0% |
| 30D | -29.0% | -7.3% | -21.8% | -26.7% |
| 3M | -43.6% | -10.5% | -33.0% | -41.0% |
| 6M | -36.6% | +16.4% | -53.0% | -43.0% |
| YTD | +6.3% | +56.1% | -49.8% | -20.7% |
| 1Y | -9.0% | +86.5% | -95.5% | -37.7% |
| All | -9.0% | +86.4% | -95.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling