+971.1%
EXC vs ATI
+915.7%
+55.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.6% |
| 7D | -1.2% | +6.2% | -7.3% | -2.1% |
| 30D | +10.0% | -7.1% | +17.0% | +10.7% |
| 3M | +1.6% | -21.3% | +22.9% | +4.6% |
| 6M | +3.3% | +6.5% | -3.2% | +1.3% |
| YTD | +7.6% | +53.2% | -45.6% | -0.5% |
| 1Y | +3.5% | +82.7% | -79.2% | -6.8% |
| 3Y | +27.7% | +314.3% | -286.6% | -1.8% |
| 5Y | +41.1% | +890.9% | -849.8% | -7.3% |
| 10Y | +178.2% | +1,142.3% | -964.1% | +57.5% |
| All | +971.1% | +915.7% | +55.4% | +397.3% |
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