+924.6%
EXC vs ATI
+1,117.2%
-192.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.5% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | -3.7% | +2.7% | -6.4% | -4.2% |
| 3M | -1.3% | +16.3% | -17.6% | -3.9% |
| 6M | -9.7% | +30.2% | -39.9% | -13.9% |
| YTD | +2.9% | +83.6% | -80.7% | -6.8% |
| 1Y | +4.4% | +173.0% | -168.6% | -11.2% |
| 3Y | +22.2% | +356.6% | -334.4% | -6.9% |
| 5Y | +46.7% | +1,074.2% | -1,027.5% | -5.7% |
| 10Y | +155.3% | +1,136.2% | -980.9% | +44.9% |
| All | +924.6% | +1,117.2% | -192.5% | +365.6% |
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