-4.6%
GS vs ATI
+7.4%
-11.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.0% | -0.4% | -4.4% |
| 7D | -6.3% | -3.8% | -2.5% | -5.1% |
| 30D | -3.1% | -13.5% | +10.4% | +1.3% |
| 3M | -17.7% | -17.9% | +0.3% | -12.5% |
| 6M | -4.6% | +8.4% | -12.9% | -8.3% |
| All | -4.6% | +7.4% | -11.9% | -8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling