+780.7%
GOOG vs ATI
+1,154.1%
-373.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | 0.0% | -5.6% | +5.7% | +1.0% |
| 30D | -2.0% | -13.7% | +11.8% | +0.4% |
| 3M | -5.9% | -0.4% | -5.5% | -6.2% |
| 6M | +8.9% | +26.2% | -17.3% | +4.0% |
| YTD | +7.1% | +73.2% | -66.1% | -3.2% |
| 1Y | +39.7% | +161.6% | -121.9% | +17.5% |
| 3Y | +145.8% | +346.2% | -200.3% | +84.7% |
| 5Y | +138.6% | +1,047.6% | -909.0% | +52.4% |
| All | +780.7% | +1,154.1% | -373.4% | +450.8% |
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