-2.5%
IBM vs ATI
+176.2%
-178.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | +0.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +0.3% | +2.7% | -2.4% | +0.4% |
| 3M | -21.6% | +16.3% | -37.9% | -21.4% |
| 6M | -4.7% | +30.2% | -34.9% | -5.6% |
| YTD | -19.1% | +83.6% | -102.6% | -19.7% |
| 1Y | -2.5% | +173.0% | -175.5% | -5.4% |
| All | -2.5% | +176.2% | -178.7% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling