+38.3%
GOOGL vs ATI
+166.4%
-128.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -1.9% | +2.4% | -4.3% | -2.3% |
| 30D | -7.5% | -9.5% | +2.0% | -5.9% |
| 3M | -9.2% | +10.4% | -19.5% | -11.5% |
| 6M | +8.1% | +31.8% | -23.7% | -0.3% |
| YTD | +5.8% | +80.0% | -74.1% | -5.9% |
| 1Y | +38.3% | +175.8% | -137.5% | +14.1% |
| All | +38.3% | +166.4% | -128.1% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling