+193.4%
B vs ATI
+1,051.1%
-857.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | +2.3% | +3.2% | -0.8% | +2.0% |
| 30D | +1.4% | -9.0% | +10.4% | +2.1% |
| 3M | +12.2% | +15.1% | -2.9% | +10.7% |
| 6M | -2.1% | +38.1% | -40.3% | -4.8% |
| YTD | +2.9% | +80.7% | -77.7% | -1.7% |
| 1Y | +55.3% | +167.5% | -112.2% | +44.5% |
| 3Y | +198.7% | +366.0% | -167.3% | +165.8% |
| 5Y | +153.8% | +1,088.8% | -935.0% | +115.4% |
| 10Y | +193.4% | +1,055.0% | -861.6% | +151.8% |
| All | +193.4% | +1,051.1% | -857.7% | +151.8% |
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 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