+95.6%
AXP vs ATI
+894.3%
-798.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.7% | -0.7% |
| 7D | +0.4% | -3.8% | +4.2% | +1.3% |
| 30D | +7.0% | -13.5% | +20.6% | +10.8% |
| 3M | -6.6% | -17.9% | +11.3% | -2.4% |
| 6M | +3.5% | +8.4% | -4.9% | -1.0% |
| YTD | -11.2% | +46.7% | -57.9% | -23.2% |
| 1Y | -10.2% | +74.5% | -84.6% | -26.4% |
| 3Y | +120.0% | +303.7% | -183.6% | +31.0% |
| 5Y | +95.6% | +848.9% | -753.4% | -10.8% |
| All | +95.6% | +894.3% | -798.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling