-3.5%
F vs ATI
+85.0%
-88.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.6% |
| 7D | -0.2% | +1.3% | -1.6% | -0.6% |
| 30D | +0.9% | -4.8% | +5.7% | +1.7% |
| 3M | -11.3% | -19.9% | +8.6% | -6.3% |
| 6M | +2.0% | +15.4% | -13.3% | -6.9% |
| YTD | -3.2% | +59.2% | -62.4% | -21.3% |
| 1Y | -3.5% | +86.3% | -89.7% | -29.1% |
| All | -3.5% | +85.0% | -88.4% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling