+194.6%
GE vs ATI
+1,117.2%
-922.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.6% | +2.7% | -14.3% | -12.4% |
| 3M | +3.0% | +16.3% | -13.3% | -1.7% |
| 6M | -0.5% | +30.2% | -30.7% | -8.0% |
| YTD | +9.7% | +83.6% | -73.8% | -7.8% |
| 1Y | +20.0% | +173.0% | -153.0% | -10.1% |
| 3Y | +275.8% | +356.6% | -80.8% | +136.5% |
| 5Y | +429.1% | +1,074.2% | -645.1% | +149.2% |
| 10Y | +151.2% | +1,136.2% | -985.0% | +2.7% |
| All | +194.6% | +1,117.2% | -922.6% | -24.9% |
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 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