+131.6%
IBM vs ATI
+1,051.1%
-919.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +0.3% | +3.2% | -2.9% | -0.2% |
| 30D | -1.5% | -9.0% | +7.5% | 0.0% |
| 3M | -16.8% | +15.1% | -31.8% | -19.4% |
| 6M | -9.0% | +38.1% | -47.2% | -15.0% |
| YTD | -20.1% | +80.7% | -100.7% | -29.1% |
| 1Y | -7.0% | +167.5% | -174.5% | -23.6% |
| 3Y | +72.4% | +366.0% | -293.6% | +23.9% |
| 5Y | +112.0% | +1,088.8% | -976.8% | +22.9% |
| 10Y | +131.6% | +1,055.0% | -923.4% | +24.2% |
| All | +131.6% | +1,051.1% | -919.6% | +24.2% |
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