+55.3%
B vs ATI
+166.0%
-110.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | +2.3% | +3.2% | -0.8% | +1.0% |
| 30D | +1.4% | -9.0% | +10.4% | +5.1% |
| 3M | +12.2% | +15.1% | -2.9% | +4.2% |
| 6M | -2.1% | +38.1% | -40.3% | -16.3% |
| YTD | +2.9% | +80.7% | -77.7% | -16.8% |
| 1Y | +55.3% | +167.5% | -112.2% | +19.7% |
| All | +55.3% | +166.0% | -110.7% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling