+246.5%
GM vs ATI
+376.5%
-130.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | 0.0% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -1.4% | +2.7% | -4.1% | -2.5% |
| 3M | +5.9% | +16.3% | -10.4% | +0.6% |
| 6M | +12.4% | +30.2% | -17.8% | +3.0% |
| YTD | +8.6% | +83.6% | -74.9% | -9.9% |
| 1Y | +52.6% | +173.0% | -120.4% | +12.4% |
| 3Y | +169.7% | +356.6% | -187.0% | +62.4% |
| 5Y | +87.5% | +1,074.2% | -986.6% | -17.0% |
| 10Y | +233.0% | +1,136.2% | -903.2% | +26.5% |
| All | +246.5% | +376.5% | -130.0% | +62.7% |
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