+67.3%
F vs ATI
+961.4%
-894.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +1.2% |
| 7D | -3.1% | +4.2% | -7.3% | -4.4% |
| 30D | 0.0% | -2.5% | +2.6% | +0.2% |
| 3M | -13.2% | -19.4% | +6.2% | -8.2% |
| 6M | -10.2% | +11.1% | -21.3% | -14.8% |
| YTD | -4.9% | +59.5% | -64.5% | -19.9% |
| 1Y | -6.1% | +85.8% | -91.8% | -24.6% |
| 3Y | +46.0% | +311.9% | -265.9% | -15.1% |
| 5Y | -15.7% | +963.2% | -978.9% | -65.7% |
| All | +67.3% | +961.4% | -894.1% | -41.1% |
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