+112.4%
C vs ATI
+994.1%
-881.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +4.7% | +13.0% | -8.2% | +1.1% |
| 30D | +0.2% | +0.2% | 0.0% | -0.3% |
| 3M | -9.3% | -17.5% | +8.1% | -4.8% |
| 6M | -0.8% | +18.1% | -18.9% | -6.9% |
| YTD | +8.5% | +65.7% | -57.2% | -8.3% |
| 1Y | +23.1% | +91.9% | -68.8% | -0.4% |
| 3Y | +220.8% | +335.2% | -114.5% | +95.1% |
| 5Y | +112.4% | +1,004.3% | -891.9% | +0.5% |
| All | +112.4% | +994.1% | -881.7% | +0.5% |
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