+157.4%
GE vs ATI
+1,024.4%
-867.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | +5.4% | +1.3% | +4.1% | +4.9% |
| 30D | +9.6% | -4.8% | +14.4% | +11.2% |
| 3M | -7.7% | -19.9% | +12.2% | -0.8% |
| 6M | +14.0% | +15.4% | -1.3% | +7.2% |
| YTD | +10.2% | +59.2% | -49.1% | -7.2% |
| 1Y | +8.9% | +86.3% | -77.4% | -13.2% |
| 3Y | +273.7% | +318.2% | -44.6% | +115.6% |
| 5Y | +410.2% | +958.6% | -548.4% | +104.5% |
| 10Y | +157.4% | +996.8% | -839.3% | -5.9% |
| All | +157.4% | +1,024.4% | -867.0% | -5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling