+63.9%
CSCO vs ATI
+176.2%
-112.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | +0.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -10.1% | +2.7% | -12.8% | -10.4% |
| 3M | -15.7% | +16.3% | -32.0% | -17.1% |
| 6M | +36.3% | +30.2% | +6.1% | +32.0% |
| YTD | +43.8% | +83.6% | -39.7% | +33.5% |
| 1Y | +63.9% | +173.0% | -109.1% | +49.4% |
| All | +63.9% | +176.2% | -112.3% | +49.4% |
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