-18.8%
IBM vs ATI
+87.1%
-105.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +0.7% |
| 7D | -2.5% | +6.0% | -8.5% | -2.2% |
| 30D | +8.4% | -3.6% | +12.0% | +8.1% |
| 3M | +4.5% | -18.9% | +23.3% | +3.2% |
| 6M | +7.9% | +16.7% | -8.8% | +6.8% |
| YTD | -15.2% | +61.1% | -76.3% | -16.9% |
| All | -18.8% | +87.1% | -105.9% | -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 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