+74.3%
F vs ATI
+1,024.4%
-950.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | +1.0% | +1.3% | -0.4% | +0.4% |
| 30D | +2.1% | -4.8% | +6.9% | +3.1% |
| 3M | -10.3% | -19.9% | +9.7% | -4.9% |
| 6M | +3.3% | +15.4% | -12.1% | -3.0% |
| YTD | -2.0% | +59.2% | -61.2% | -17.3% |
| 1Y | -2.3% | +86.3% | -88.5% | -21.6% |
| 3Y | +49.9% | +318.2% | -268.3% | -13.1% |
| 5Y | -12.5% | +958.6% | -971.1% | -64.2% |
| 10Y | +74.3% | +996.8% | -922.5% | -38.8% |
| All | +74.3% | +1,024.4% | -950.2% | -38.8% |
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