-13.5%
F vs ATI
+974.7%
-988.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.9% | -0.9% |
| 7D | -2.1% | +4.7% | -6.9% | -3.4% |
| 30D | +3.3% | -0.2% | +3.6% | +2.9% |
| 3M | -11.3% | -18.5% | +7.2% | -7.1% |
| 6M | +5.3% | +16.4% | -11.0% | -0.6% |
| YTD | -2.2% | +63.4% | -65.6% | -16.3% |
| 1Y | -3.5% | +91.5% | -95.1% | -20.9% |
| 3Y | +49.5% | +329.2% | -279.7% | -9.9% |
| 5Y | -13.5% | +966.7% | -980.2% | -64.1% |
| All | -13.5% | +974.7% | -988.2% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling