+166.1%
B vs ATI
+320.9%
-154.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.4% |
| 7D | +9.6% | +6.2% | +3.4% | +8.0% |
| 30D | +3.5% | -7.1% | +10.6% | +4.9% |
| 3M | -1.6% | -21.3% | +19.7% | +3.1% |
| 6M | -1.7% | +6.5% | -8.2% | -3.5% |
| YTD | -5.3% | +53.2% | -58.5% | -11.8% |
| 1Y | +27.2% | +82.7% | -55.5% | +16.1% |
| 3Y | +166.1% | +314.3% | -148.2% | +114.3% |
| All | +166.1% | +320.9% | -154.7% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling