+7.8%
D vs ATI
+1,074.8%
-1,067.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.6% |
| 7D | +1.5% | -0.1% | +1.5% | +1.5% |
| 30D | -2.6% | +2.7% | -5.3% | -2.8% |
| 3M | 0.0% | +16.3% | -16.3% | -1.2% |
| 6M | +7.4% | +30.2% | -22.8% | +4.9% |
| YTD | +15.9% | +83.6% | -67.7% | +10.2% |
| 1Y | +18.1% | +173.0% | -154.9% | +8.5% |
| 3Y | +58.4% | +356.6% | -298.3% | +34.2% |
| All | +7.8% | +1,074.8% | -1,067.1% | -18.4% |
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