+13,447.0%
GOOG vs ATI
+1,314.5%
+12,132.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +1.1% | +3.2% | -2.1% | +0.5% |
| 30D | -5.1% | -9.0% | +4.0% | -3.4% |
| 3M | -7.1% | +15.1% | -22.2% | -10.0% |
| 6M | +12.7% | +38.1% | -25.5% | +5.0% |
| YTD | +7.1% | +80.7% | -73.6% | -5.4% |
| 1Y | +43.6% | +167.5% | -123.9% | +17.2% |
| 3Y | +146.8% | +366.0% | -219.2% | +75.7% |
| 5Y | +133.7% | +1,088.8% | -955.1% | +35.8% |
| 10Y | +773.3% | +1,055.0% | -281.7% | +344.8% |
| All | +13,447.0% | +1,314.5% | +12,132.5% | +6,396.5% |
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 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