+387.2%
BE vs ATI
+871.8%
-484.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.4% | -1.0% | +0.5% |
| 7D | -14.7% | +6.2% | -20.9% | -17.6% |
| 30D | -40.5% | -7.1% | -33.4% | -37.2% |
| 3M | -24.3% | -21.3% | -3.0% | -11.4% |
| 6M | -39.3% | +6.5% | -45.8% | -40.1% |
| YTD | +99.4% | +53.2% | +46.2% | +57.8% |
| 1Y | +26.6% | +82.7% | -56.1% | -8.8% |
| 3Y | +1,616.9% | +314.3% | +1,302.6% | +651.4% |
| All | +387.2% | +871.8% | -484.6% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling