+796.8%
D vs ATI
+1,117.2%
-320.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.7% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -3.6% | +2.7% | -6.3% | -3.9% |
| 3M | -1.0% | +16.3% | -17.3% | -3.0% |
| 6M | +6.3% | +30.2% | -23.9% | +2.5% |
| YTD | +14.7% | +83.6% | -68.8% | +6.4% |
| 1Y | +16.9% | +173.0% | -156.1% | +3.4% |
| 3Y | +56.8% | +356.6% | -299.8% | +27.9% |
| 5Y | +5.2% | +1,074.2% | -1,069.0% | -24.5% |
| 10Y | +35.9% | +1,136.2% | -1,100.4% | -12.2% |
| All | +796.8% | +1,117.2% | -320.4% | +338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling