+43.5%
F vs ATI
+320.9%
-277.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.6% |
| 7D | +1.6% | +6.2% | -4.6% | +0.3% |
| 30D | +2.6% | -7.1% | +9.7% | +3.8% |
| 3M | -8.8% | -21.3% | +12.5% | -5.0% |
| 6M | +4.6% | +6.5% | -1.9% | +1.8% |
| YTD | -1.9% | +53.2% | -55.1% | -10.9% |
| 1Y | -0.8% | +82.7% | -83.5% | -12.6% |
| 3Y | +43.5% | +314.3% | -270.8% | +7.1% |
| All | +43.5% | +320.9% | -277.4% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling