+267.3%
CSCO vs ATI
+1,117.2%
-849.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -0.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -10.1% | +2.7% | -12.8% | -10.8% |
| 3M | -15.7% | +16.3% | -32.0% | -18.8% |
| 6M | +36.3% | +30.2% | +6.1% | +26.9% |
| YTD | +43.8% | +83.6% | -39.7% | +23.6% |
| 1Y | +63.9% | +173.0% | -109.1% | +27.9% |
| 3Y | +104.4% | +356.6% | -252.3% | +36.3% |
| 5Y | +111.4% | +1,074.2% | -962.8% | +8.9% |
| 10Y | +361.7% | +1,136.2% | -774.5% | +97.9% |
| All | +267.3% | +1,117.2% | -849.9% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling