+17.1%
D vs ATI
+85.0%
-67.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.1% |
| 7D | +2.4% | +1.3% | +1.1% | +2.5% |
| 30D | +10.9% | -4.8% | +15.7% | +10.9% |
| 3M | +2.8% | -19.9% | +22.8% | +2.4% |
| 6M | +12.7% | +15.4% | -2.7% | +12.7% |
| YTD | +20.3% | +59.2% | -38.9% | +19.4% |
| 1Y | +17.1% | +86.3% | -69.1% | +15.8% |
| All | +17.1% | +85.0% | -67.8% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling