+88.8%
CSCO vs ATI
+871.8%
-782.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.7% |
| 7D | -10.2% | +6.2% | -16.4% | -11.1% |
| 30D | -20.1% | -7.1% | -13.0% | -19.2% |
| 3M | -22.1% | -21.3% | -0.7% | -19.0% |
| 6M | +3.2% | +6.5% | -3.3% | +1.5% |
| YTD | +24.1% | +53.2% | -29.1% | +13.9% |
| 1Y | +34.6% | +82.7% | -48.2% | +19.7% |
| 3Y | +90.0% | +314.3% | -224.3% | +40.5% |
| All | +88.8% | +871.8% | -782.9% | +18.9% |
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 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