+114.0%
CSCO vs ATI
+1,101.9%
-987.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -0.5% | +3.2% | -3.7% | -1.1% |
| 30D | -10.1% | -9.0% | -1.1% | -8.7% |
| 3M | -11.7% | +15.1% | -26.8% | -14.0% |
| 6M | +40.1% | +38.1% | +2.0% | +31.7% |
| YTD | +43.8% | +80.7% | -36.9% | +28.9% |
| 1Y | +66.6% | +167.5% | -100.9% | +39.1% |
| 3Y | +108.5% | +366.0% | -257.5% | +52.8% |
| 5Y | +114.0% | +1,088.8% | -974.8% | +35.7% |
| All | +114.0% | +1,101.9% | -987.9% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling