+119.7%
AXP vs ATI
+303.0%
-183.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.7% | -0.9% |
| 7D | +0.4% | -3.8% | +4.2% | +1.2% |
| 30D | +7.0% | -13.5% | +20.6% | +10.2% |
| 3M | -6.6% | -17.9% | +11.3% | -3.1% |
| 6M | +3.5% | +8.4% | -4.9% | -0.6% |
| YTD | -11.2% | +46.7% | -57.9% | -22.2% |
| 1Y | -10.2% | +74.5% | -84.6% | -25.2% |
| All | +119.7% | +303.0% | -183.3% | +44.7% |
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 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