+231.1%
GM vs ATI
+1,154.1%
-923.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -5.6% | +3.2% | -0.8% |
| 30D | -1.1% | -13.7% | +12.6% | +3.2% |
| 3M | +6.1% | -0.4% | +6.5% | +5.3% |
| 6M | +15.0% | +26.2% | -11.3% | +5.6% |
| YTD | +6.0% | +73.2% | -67.2% | -12.0% |
| 1Y | +47.1% | +161.6% | -114.5% | +6.9% |
| 3Y | +170.5% | +346.2% | -175.7% | +55.9% |
| 5Y | +80.5% | +1,047.6% | -967.1% | -26.6% |
| All | +231.1% | +1,154.1% | -923.0% | +19.8% |
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