+120.2%
AXP vs ATI
+323.3%
-203.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.1% | -0.1% |
| 7D | -1.1% | +6.0% | -7.1% | -2.5% |
| 30D | +5.2% | -3.6% | +8.9% | +5.7% |
| 3M | -4.6% | -18.9% | +14.3% | -0.5% |
| 6M | +3.2% | +16.7% | -13.5% | -2.4% |
| YTD | -11.3% | +61.1% | -72.4% | -24.1% |
| 1Y | -11.0% | +89.3% | -100.3% | -27.2% |
| 3Y | +120.2% | +333.3% | -213.1% | +42.3% |
| All | +120.2% | +323.3% | -203.1% | +42.3% |
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 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