+186.7%
B vs ATI
+1,108.2%
-921.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | +0.2% |
| 7D | +9.6% | +6.2% | +3.4% | +9.0% |
| 30D | +3.5% | -7.1% | +10.6% | +4.1% |
| 3M | -1.6% | -21.3% | +19.7% | +0.3% |
| 6M | -1.7% | +6.5% | -8.2% | -2.3% |
| YTD | -5.3% | +53.2% | -58.5% | -8.1% |
| 1Y | +27.2% | +82.7% | -55.5% | +22.1% |
| 3Y | +166.1% | +314.3% | -148.2% | +141.5% |
| 5Y | +136.5% | +890.9% | -754.4% | +106.8% |
| All | +186.7% | +1,108.2% | -921.5% | +173.6% |
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