-41.5%
C vs ATI
+915.7%
-957.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.1% |
| 7D | -2.4% | +6.2% | -8.6% | -4.6% |
| 30D | -6.0% | -7.1% | +1.1% | -4.0% |
| 3M | -10.5% | -21.3% | +10.8% | -3.4% |
| 6M | -5.7% | +6.5% | -12.2% | -9.5% |
| YTD | +4.1% | +53.2% | -49.0% | -13.0% |
| 1Y | +20.5% | +82.7% | -62.2% | -5.7% |
| 3Y | +208.1% | +314.3% | -106.2% | +69.4% |
| 5Y | +110.4% | +890.9% | -780.5% | -20.2% |
| 10Y | +234.6% | +1,142.3% | -907.7% | -2.6% |
| All | -41.5% | +915.7% | -957.2% | -87.2% |
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