+14.4%
F vs ATI
+915.7%
-901.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -2.1% |
| 7D | +1.6% | +6.2% | -4.6% | -0.5% |
| 30D | +2.6% | -7.1% | +9.7% | +4.4% |
| 3M | -8.8% | -21.3% | +12.5% | -2.8% |
| 6M | +4.6% | +6.5% | -1.9% | +0.9% |
| YTD | -1.9% | +53.2% | -55.1% | -16.0% |
| 1Y | -0.8% | +82.7% | -83.5% | -19.5% |
| 3Y | +43.5% | +314.3% | -270.8% | -15.1% |
| 5Y | -12.1% | +890.9% | -903.0% | -61.7% |
| 10Y | +83.6% | +1,142.3% | -1,058.7% | -36.7% |
| All | +14.4% | +915.7% | -901.3% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling