+50.1%
F vs ATI
+328.8%
-278.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.9% | -0.7% |
| 7D | -2.1% | +4.7% | -6.9% | -3.1% |
| 30D | +3.3% | -0.2% | +3.6% | +3.0% |
| 3M | -11.3% | -18.5% | +7.2% | -8.2% |
| 6M | +5.3% | +16.4% | -11.0% | +0.8% |
| YTD | -2.2% | +63.4% | -65.6% | -12.2% |
| 1Y | -3.5% | +91.5% | -95.1% | -15.8% |
| All | +50.1% | +328.8% | -278.7% | +11.4% |
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 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