+7.6%
GE vs ATI
+93.9%
-86.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -4.1% |
| 7D | +5.1% | +13.0% | -7.8% | -0.9% |
| 30D | +7.6% | +0.2% | +7.4% | +6.8% |
| 3M | -9.3% | -17.5% | +8.2% | -0.8% |
| 6M | +11.5% | +18.1% | -6.6% | -2.3% |
| YTD | +7.9% | +65.7% | -57.8% | -22.1% |
| 1Y | +7.6% | +91.9% | -84.3% | -26.9% |
| All | +7.6% | +93.9% | -86.2% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling