+218.3%
C vs ATI
+1,017.6%
-799.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.7% |
| 7D | -0.4% | +4.7% | -5.1% | -2.0% |
| 30D | -5.3% | -0.2% | -5.1% | -5.8% |
| 3M | -8.0% | -18.5% | +10.5% | -2.1% |
| 6M | -0.3% | +16.4% | -16.6% | -7.0% |
| YTD | +8.6% | +63.4% | -54.8% | -10.8% |
| 1Y | +25.8% | +91.5% | -65.7% | -2.3% |
| 3Y | +221.2% | +329.2% | -108.1% | +77.0% |
| 5Y | +113.6% | +966.7% | -853.2% | -19.9% |
| 10Y | +218.3% | +1,003.8% | -785.5% | +2.3% |
| All | +218.3% | +1,017.6% | -799.3% | +2.3% |
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 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