+67.2%
F vs ATI
+1,002.4%
-935.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.3% |
| 7D | -3.9% | +13.0% | -16.8% | -7.5% |
| 30D | -0.5% | +0.2% | -0.6% | -1.1% |
| 3M | -12.9% | -17.5% | +4.6% | -8.5% |
| 6M | +1.5% | +18.1% | -16.6% | -5.3% |
| YTD | -5.0% | +65.7% | -70.7% | -20.9% |
| 1Y | -7.3% | +91.9% | -99.3% | -26.4% |
| 3Y | +45.3% | +335.2% | -290.0% | -16.9% |
| 5Y | -15.8% | +1,004.3% | -1,020.1% | -66.1% |
| All | +67.2% | +1,002.4% | -935.2% | -41.8% |
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