+95.6%
F vs ATI
+1,129.0%
-1,033.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.5% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +4.6% | +2.7% | +1.9% | +3.3% |
| 3M | -3.7% | +16.3% | -20.0% | -8.9% |
| 6M | +16.8% | +30.2% | -13.4% | +6.3% |
| YTD | +15.3% | +83.6% | -68.3% | -5.9% |
| 1Y | +31.0% | +173.0% | -142.0% | -6.0% |
| 3Y | +45.4% | +356.6% | -311.2% | -16.7% |
| 5Y | +54.7% | +1,074.2% | -1,019.5% | -37.5% |
| All | +95.6% | +1,129.0% | -1,033.4% | -32.4% |
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