+3.2%
CSCO vs ATI
+9.7%
-6.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.8% |
| 7D | -10.2% | +6.2% | -16.4% | -11.0% |
| 30D | -20.1% | -7.1% | -13.0% | -18.9% |
| 3M | -22.1% | -21.3% | -0.7% | -18.5% |
| 6M | +3.2% | +6.5% | -3.3% | +11.0% |
| All | +3.2% | +9.7% | -6.6% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling