+436.7%
GE vs ATI
+1,101.9%
-665.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +1.2% | +3.2% | -2.0% | 0.0% |
| 30D | -9.5% | -9.0% | -0.5% | -6.5% |
| 3M | +4.1% | +15.1% | -11.0% | -1.5% |
| 6M | +3.9% | +38.1% | -34.2% | -7.8% |
| YTD | +9.0% | +80.7% | -71.6% | -11.4% |
| 1Y | +21.9% | +167.5% | -145.6% | -13.2% |
| 3Y | +281.8% | +366.0% | -84.2% | +117.3% |
| 5Y | +436.7% | +1,088.8% | -652.0% | +124.9% |
| All | +436.7% | +1,101.9% | -665.1% | +124.9% |
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 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