+35.3%
D vs ATI
+1,051.1%
-1,015.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +0.8% | +3.2% | -2.4% | +0.5% |
| 30D | -0.7% | -9.0% | +8.3% | 0.0% |
| 3M | +2.1% | +15.1% | -13.0% | +0.6% |
| 6M | +6.8% | +38.1% | -31.3% | +3.3% |
| YTD | +16.5% | +80.7% | -64.1% | +9.8% |
| 1Y | +19.2% | +167.5% | -148.4% | +8.0% |
| 3Y | +61.9% | +366.0% | -304.1% | +36.1% |
| 5Y | +6.5% | +1,088.8% | -1,082.2% | -19.6% |
| 10Y | +35.3% | +1,055.0% | -1,019.7% | -7.1% |
| All | +35.3% | +1,051.1% | -1,015.9% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling