+13,507.3%
GOOGL vs ATI
+1,337.2%
+12,170.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.7% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -6.6% | +2.7% | -9.3% | -7.2% |
| 3M | -8.9% | +16.3% | -25.3% | -12.0% |
| 6M | +11.9% | +30.2% | -18.3% | +5.4% |
| YTD | +8.3% | +83.6% | -75.2% | -4.6% |
| 1Y | +46.2% | +173.0% | -126.8% | +18.8% |
| 3Y | +151.9% | +356.6% | -204.8% | +79.9% |
| 5Y | +137.7% | +1,074.2% | -936.5% | +38.4% |
| 10Y | +757.6% | +1,136.2% | -378.7% | +330.4% |
| All | +13,507.3% | +1,337.2% | +12,170.1% | +6,400.1% |
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 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