+183.8%
EXC vs ATI
+1,119.3%
-935.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -0.5% |
| 7D | -1.7% | +6.0% | -7.7% | -2.5% |
| 30D | +9.3% | -3.6% | +13.0% | +9.5% |
| 3M | +1.0% | -18.9% | +19.9% | +3.2% |
| 6M | +5.9% | +16.7% | -10.8% | +3.0% |
| YTD | +7.6% | +61.1% | -53.4% | -0.2% |
| 1Y | +2.4% | +89.3% | -86.9% | -7.1% |
| 3Y | +30.2% | +333.3% | -303.1% | +1.3% |
| 5Y | +41.4% | +954.5% | -913.1% | -7.0% |
| 10Y | +183.8% | +1,067.0% | -883.2% | +68.2% |
| All | +183.8% | +1,119.3% | -935.6% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling