+18.3%
HYG vs ATI
+1,029.4%
-1,011.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -5.6% | +4.9% | -0.3% |
| 30D | -0.7% | -13.7% | +13.0% | +0.2% |
| 3M | -0.2% | -0.4% | +0.2% | -0.3% |
| 6M | +1.4% | +26.2% | -24.8% | -0.5% |
| YTD | +1.5% | +73.2% | -71.8% | -2.6% |
| 1Y | +2.9% | +161.6% | -158.7% | -4.1% |
| 3Y | +25.6% | +346.2% | -320.5% | +10.7% |
| All | +18.3% | +1,029.4% | -1,011.1% | -2.3% |
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 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