+3.4%
EXC vs ATI
+176.2%
-172.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -1.9% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -4.6% | +2.7% | -7.3% | -4.4% |
| 3M | -2.2% | +16.3% | -18.5% | -1.4% |
| 6M | -10.6% | +30.2% | -40.7% | -9.4% |
| YTD | +1.9% | +83.6% | -81.6% | +4.7% |
| 1Y | +3.4% | +173.0% | -169.6% | +8.9% |
| All | +3.4% | +176.2% | -172.8% | +8.9% |
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