+135.0%
GOOG vs ATI
+1,021.8%
-886.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.4% |
| 7D | -2.5% | -2.7% | +0.2% | -2.0% |
| 30D | -3.6% | -13.5% | +9.9% | -0.7% |
| 3M | -6.4% | +8.5% | -15.0% | -8.7% |
| 6M | +7.8% | +25.2% | -17.4% | +1.4% |
| YTD | +5.5% | +73.4% | -67.9% | -7.7% |
| 1Y | +38.3% | +160.5% | -122.2% | +10.1% |
| 3Y | +143.1% | +347.3% | -204.2% | +63.9% |
| 5Y | +135.0% | +1,049.0% | -914.0% | +28.5% |
| All | +135.0% | +1,021.8% | -886.8% | +28.5% |
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