+15.2%
D vs ATI
+871.8%
-856.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.7% |
| 7D | +3.0% | +6.2% | -3.2% | +2.6% |
| 30D | +11.5% | -7.1% | +18.6% | +11.8% |
| 3M | +3.7% | -21.3% | +25.1% | +5.1% |
| 6M | +13.5% | +6.5% | +7.1% | +12.4% |
| YTD | +20.7% | +53.2% | -32.5% | +15.8% |
| 1Y | +18.2% | +82.7% | -64.5% | +11.8% |
| 3Y | +73.3% | +314.3% | -241.0% | +46.3% |
| All | +15.2% | +871.8% | -856.6% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling