+113.0%
HOOD vs ATI
+871.8%
-758.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | +1.3% |
| 7D | -4.8% | +6.2% | -11.0% | -7.2% |
| 30D | -26.1% | -7.1% | -19.0% | -23.8% |
| 3M | -10.8% | -21.3% | +10.5% | -1.5% |
| 6M | +2.4% | +6.5% | -4.1% | -1.8% |
| YTD | -28.5% | +53.2% | -81.6% | -41.8% |
| 1Y | -36.3% | +82.7% | -119.0% | -52.1% |
| 3Y | +743.7% | +314.3% | +429.4% | +336.6% |
| All | +113.0% | +871.8% | -758.7% | -13.8% |
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