-15.8%
F vs ATI
+871.8%
-887.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.9% |
| 7D | +1.6% | +6.2% | -4.6% | -0.2% |
| 30D | +2.6% | -7.1% | +9.7% | +4.2% |
| 3M | -8.8% | -21.3% | +12.5% | -3.6% |
| 6M | +4.6% | +6.5% | -1.9% | +1.0% |
| YTD | -1.9% | +53.2% | -55.1% | -14.6% |
| 1Y | -0.8% | +82.7% | -83.5% | -17.7% |
| 3Y | +43.5% | +314.3% | -270.8% | -13.1% |
| All | -15.8% | +871.8% | -887.6% | -66.1% |
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