+223.5%
C vs ATI
+1,108.2%
-884.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.0% |
| 7D | -2.4% | +6.2% | -8.6% | -4.5% |
| 30D | -6.0% | -7.1% | +1.1% | -4.1% |
| 3M | -10.5% | -21.3% | +10.8% | -3.6% |
| 6M | -5.7% | +6.5% | -12.2% | -9.3% |
| YTD | +4.1% | +53.2% | -49.0% | -12.5% |
| 1Y | +20.5% | +82.7% | -62.2% | -5.0% |
| 3Y | +208.1% | +314.3% | -106.2% | +71.7% |
| 5Y | +110.4% | +890.9% | -780.5% | -19.1% |
| All | +223.5% | +1,108.2% | -884.7% | +0.6% |
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