+11,715.7%
GOOG vs ATI
+1,149.2%
+10,566.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.8% | -0.3% |
| 7D | +3.0% | +4.2% | -1.1% | +2.2% |
| 30D | -14.9% | -2.5% | -12.3% | -14.8% |
| 3M | -14.9% | -19.4% | +4.5% | -11.9% |
| 6M | -26.6% | +11.1% | -37.7% | -29.0% |
| YTD | -6.6% | +59.5% | -66.1% | -16.0% |
| 1Y | +5.1% | +85.8% | -80.7% | -8.3% |
| 3Y | +121.0% | +311.9% | -190.9% | +60.4% |
| 5Y | +97.3% | +963.2% | -865.9% | +16.9% |
| 10Y | +683.2% | +977.6% | -294.4% | +304.8% |
| All | +11,715.7% | +1,149.2% | +10,566.5% | +5,668.3% |
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