+321.5%
CSCO vs ATI
+1,119.3%
-797.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | 0.0% | +4.2% |
| 7D | -2.9% | +6.0% | -8.9% | -3.9% |
| 30D | -16.7% | -3.6% | -13.0% | -16.3% |
| 3M | -18.4% | -18.9% | +0.4% | -15.7% |
| 6M | +2.9% | +16.7% | -13.8% | -0.4% |
| YTD | +30.4% | +61.1% | -30.6% | +18.6% |
| 1Y | +41.4% | +89.3% | -47.9% | +24.8% |
| 3Y | +104.7% | +333.3% | -228.7% | +51.3% |
| 5Y | +96.9% | +954.5% | -857.5% | +21.3% |
| 10Y | +321.5% | +1,067.0% | -745.5% | +146.2% |
| All | +321.5% | +1,119.3% | -797.8% | +146.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling