+11.7%
D vs ATI
+959.5%
-947.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.4% |
| 7D | -1.4% | +4.2% | -5.5% | -1.6% |
| 30D | +7.7% | -2.5% | +10.3% | +7.8% |
| 3M | -0.3% | -19.4% | +19.1% | +0.9% |
| 6M | +10.1% | +11.1% | -1.0% | +8.7% |
| YTD | +19.1% | +59.5% | -40.5% | +14.0% |
| 1Y | +15.9% | +85.8% | -69.9% | +9.5% |
| 3Y | +75.0% | +311.9% | -236.9% | +48.2% |
| All | +11.7% | +959.5% | -947.9% | -14.5% |
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