+66.6%
CSCO vs ATI
+166.0%
-99.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -0.5% | +3.2% | -3.7% | -0.9% |
| 30D | -10.1% | -9.0% | -1.1% | -9.0% |
| 3M | -11.7% | +15.1% | -26.8% | -13.1% |
| 6M | +40.1% | +38.1% | +2.0% | +34.6% |
| YTD | +43.8% | +80.7% | -36.9% | +33.7% |
| 1Y | +66.6% | +167.5% | -100.9% | +51.9% |
| All | +66.6% | +166.0% | -99.4% | +51.9% |
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