+81.6%
GM vs ATI
+1,021.8%
-940.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.5% | +3.7% |
| 7D | -1.1% | -2.7% | +1.7% | -0.4% |
| 30D | -3.4% | -13.5% | +10.1% | 0.0% |
| 3M | +8.7% | +8.5% | +0.2% | +5.5% |
| 6M | +15.4% | +25.2% | -9.8% | +7.6% |
| YTD | +6.6% | +73.4% | -66.8% | -8.8% |
| 1Y | +51.5% | +160.5% | -109.0% | +16.3% |
| 3Y | +169.3% | +347.3% | -177.9% | +66.5% |
| 5Y | +81.6% | +1,049.0% | -967.4% | -14.0% |
| All | +81.6% | +1,021.8% | -940.2% | -14.0% |
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