+200.5%
B vs ATI
+1,119.3%
-918.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -0.9% | +3.8% |
| 7D | +11.3% | +6.0% | +5.3% | +10.7% |
| 30D | +2.9% | -3.6% | +6.6% | +3.2% |
| 3M | -2.9% | -18.9% | +16.0% | -1.3% |
| 6M | -1.2% | +16.7% | -17.9% | -2.6% |
| YTD | -1.3% | +61.1% | -62.4% | -4.7% |
| 1Y | +30.4% | +89.3% | -58.9% | +24.8% |
| 3Y | +195.3% | +333.3% | -138.0% | +166.8% |
| 5Y | +146.2% | +954.5% | -808.3% | +114.3% |
| 10Y | +200.5% | +1,067.0% | -866.5% | +179.3% |
| All | +200.5% | +1,119.3% | -918.9% | +179.3% |
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 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