+740.7%
GOOGL vs ATI
+1,155.5%
-414.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.2% | +1.2% |
| 7D | -2.8% | -2.7% | -0.1% | -2.4% |
| 30D | -3.2% | -13.5% | +10.3% | -0.9% |
| 3M | -6.6% | +8.5% | -15.1% | -8.3% |
| 6M | +8.5% | +25.2% | -16.7% | +3.6% |
| YTD | +6.5% | +73.4% | -66.9% | -3.9% |
| 1Y | +39.4% | +160.5% | -121.1% | +17.1% |
| 3Y | +146.2% | +347.3% | -201.1% | +84.1% |
| 5Y | +138.3% | +1,049.0% | -910.6% | +51.2% |
| All | +740.7% | +1,155.5% | -414.9% | +420.2% |
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