-32.7%
C vs ATI
+1,117.2%
-1,149.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.4% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | +0.1% | +2.7% | -2.6% | -1.3% |
| 3M | +2.4% | +16.3% | -13.9% | -3.7% |
| 6M | +24.9% | +30.2% | -5.2% | +12.0% |
| YTD | +19.8% | +83.6% | -63.8% | -5.4% |
| 1Y | +44.9% | +173.0% | -128.1% | -1.8% |
| 3Y | +263.0% | +356.6% | -93.7% | +93.9% |
| 5Y | +129.5% | +1,074.2% | -944.7% | -17.9% |
| 10Y | +291.6% | +1,136.2% | -844.6% | +13.5% |
| All | -32.7% | +1,117.2% | -1,149.9% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling