+48.3%
D vs ATI
+1,024.4%
-976.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | +2.4% | +1.3% | +1.1% | +2.2% |
| 30D | +10.9% | -4.8% | +15.7% | +11.1% |
| 3M | +2.8% | -19.9% | +22.8% | +4.5% |
| 6M | +12.7% | +15.4% | -2.7% | +10.6% |
| YTD | +20.3% | +59.2% | -38.9% | +14.2% |
| 1Y | +17.1% | +86.3% | -69.1% | +9.5% |
| 3Y | +75.1% | +318.2% | -243.1% | +47.9% |
| 5Y | +13.1% | +958.6% | -945.5% | -14.3% |
| 10Y | +48.3% | +996.8% | -948.5% | +1.7% |
| All | +48.3% | +1,024.4% | -976.2% | +1.7% |
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 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