+153.0%
HYG vs ATI
+120.1%
+32.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.2% | +2.4% | -2.6% | -0.4% |
| 30D | -0.1% | -9.5% | +9.4% | +0.8% |
| 3M | +0.7% | +10.4% | -9.7% | -0.4% |
| 6M | +1.5% | +31.8% | -30.3% | -1.4% |
| YTD | +1.9% | +80.0% | -78.0% | -3.8% |
| 1Y | +3.7% | +175.8% | -172.1% | -6.1% |
| 3Y | +26.5% | +364.2% | -337.8% | +7.3% |
| 5Y | +19.0% | +1,076.9% | -1,057.9% | -8.9% |
| 10Y | +56.5% | +1,178.1% | -1,121.6% | +9.9% |
| All | +153.0% | +120.1% | +32.9% | +71.8% |
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 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