+2,770.9%
AVGO vs ATI
+1,154.1%
+1,616.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.1% | -5.6% | +6.8% | +2.7% |
| 30D | -13.0% | -13.7% | +0.7% | -9.5% |
| 3M | -6.0% | -0.4% | -5.6% | -6.1% |
| 6M | +6.4% | +26.2% | -19.9% | -0.8% |
| YTD | +5.0% | +73.2% | -68.2% | -10.4% |
| 1Y | +1.4% | +161.6% | -160.2% | -22.7% |
| 3Y | +336.8% | +346.2% | -9.4% | +185.2% |
| 5Y | +698.2% | +1,047.6% | -349.4% | +304.9% |
| All | +2,770.9% | +1,154.1% | +1,616.9% | +1,241.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling