+11,908.8%
GOOGL vs ATI
+1,197.4%
+10,711.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | +5.7% | +13.0% | -7.3% | +3.3% |
| 30D | -15.6% | +0.2% | -15.8% | -15.9% |
| 3M | -13.0% | -17.5% | +4.5% | -10.3% |
| 6M | -22.8% | +18.1% | -40.9% | -26.1% |
| YTD | -4.4% | +65.7% | -70.1% | -14.6% |
| 1Y | +4.5% | +91.9% | -87.5% | -9.4% |
| 3Y | +127.4% | +335.2% | -207.8% | +63.3% |
| 5Y | +102.8% | +1,004.3% | -901.5% | +19.2% |
| 10Y | +681.5% | +1,019.2% | -337.8% | +300.9% |
| All | +11,908.8% | +1,197.4% | +10,711.4% | +5,716.5% |
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