+3,508.6%
COST vs ATI
+957.9%
+2,550.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.8% |
| 7D | +5.0% | +4.2% | +0.8% | +4.4% |
| 30D | +12.8% | -2.5% | +15.3% | +12.8% |
| 3M | +15.2% | -19.4% | +34.6% | +18.0% |
| 6M | +7.4% | +11.1% | -3.7% | +4.8% |
| YTD | +29.0% | +59.5% | -30.5% | +19.1% |
| 1Y | +20.3% | +85.8% | -65.5% | +8.7% |
| 3Y | +99.0% | +311.9% | -212.9% | +56.8% |
| 5Y | +125.7% | +963.2% | -837.6% | +52.9% |
| 10Y | +775.3% | +977.6% | -202.3% | +429.1% |
| All | +3,508.6% | +957.9% | +2,550.6% | +1,368.5% |
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 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