+200.4%
B vs ATI
+363.8%
-163.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.8% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +9.4% | +2.7% | +6.7% | +8.6% |
| 3M | +5.0% | +16.3% | -11.3% | +1.5% |
| 6M | -3.5% | +30.2% | -33.7% | -9.0% |
| YTD | +4.5% | +83.6% | -79.1% | -5.5% |
| 1Y | +67.8% | +173.0% | -105.2% | +45.3% |
| All | +200.4% | +363.8% | -163.4% | +146.1% |
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