-5.7%
C vs ATI
+9.7%
-15.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.5% |
| 7D | -2.4% | +6.2% | -8.6% | -3.6% |
| 30D | -6.0% | -7.1% | +1.1% | -4.8% |
| 3M | -10.5% | -21.3% | +10.8% | -5.5% |
| 6M | -5.7% | +6.5% | -12.2% | -9.5% |
| All | -5.7% | +9.7% | -15.5% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling