+514.9%
GEV vs ATI
+261.5%
+253.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | 0.0% |
| 7D | +3.7% | +4.2% | -0.4% | +1.7% |
| 30D | -14.7% | -2.5% | -12.1% | -13.5% |
| 3M | -23.4% | -19.4% | -4.0% | -15.0% |
| 6M | -24.3% | +11.1% | -35.4% | -28.2% |
| YTD | +23.2% | +59.5% | -36.4% | -2.1% |
| 1Y | +44.2% | +85.8% | -41.5% | +7.2% |
| All | +514.9% | +261.5% | +253.4% | +254.2% |
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