+137.7%
GOOGL vs ATI
+1,101.9%
-964.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +1.1% | +3.2% | -2.1% | +0.4% |
| 30D | -4.4% | -9.0% | +4.6% | -2.6% |
| 3M | -6.8% | +15.1% | -21.9% | -10.2% |
| 6M | +13.6% | +38.1% | -24.6% | +4.6% |
| YTD | +8.3% | +80.7% | -72.3% | -6.2% |
| 1Y | +44.9% | +167.5% | -122.6% | +14.6% |
| 3Y | +150.5% | +366.0% | -215.5% | +66.9% |
| 5Y | +137.7% | +1,088.8% | -951.0% | +28.6% |
| All | +137.7% | +1,101.9% | -964.1% | +28.6% |
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