+91.8%
AUR vs ATI
+341.5%
-249.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.0% | -0.6% |
| 7D | +0.2% | -2.7% | +2.9% | +1.6% |
| 30D | -8.9% | -13.5% | +4.6% | -1.3% |
| 3M | +4.6% | +8.5% | -3.9% | -1.3% |
| 6M | +44.9% | +25.2% | +19.7% | +25.1% |
| YTD | +64.8% | +73.4% | -8.6% | +17.3% |
| 1Y | +16.4% | +160.5% | -144.1% | -35.5% |
| All | +91.8% | +341.5% | -249.7% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling