+213.9%
HPQ vs ATI
+1,203.1%
-989.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +2.2% | +2.4% | -0.2% | +1.6% |
| 30D | +9.7% | -9.5% | +19.2% | +12.5% |
| 3M | +32.7% | +10.4% | +22.4% | +28.1% |
| 6M | +77.7% | +31.8% | +45.9% | +61.9% |
| YTD | +51.0% | +80.0% | -29.0% | +25.3% |
| 1Y | +18.4% | +175.8% | -157.4% | -13.4% |
| 3Y | +25.6% | +364.2% | -338.7% | -24.4% |
| 5Y | +38.6% | +1,076.9% | -1,038.2% | -38.0% |
| All | +213.9% | +1,203.1% | -989.2% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling