+45.9%
CSCO vs ATI
+86.4%
-40.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -6.1% | +8.3% | -14.4% | -7.3% |
| 30D | -8.2% | -7.3% | -0.9% | -7.1% |
| 3M | -14.6% | -10.5% | -4.0% | -13.1% |
| 6M | +12.7% | +16.4% | -3.7% | +10.9% |
| YTD | +37.0% | +56.1% | -19.1% | +22.7% |
| 1Y | +45.9% | +86.5% | -40.6% | +23.5% |
| All | +45.9% | +86.4% | -40.5% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling