-19.3%
IBM vs ATI
+85.0%
-104.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.7% |
| 7D | -2.2% | +1.3% | -3.5% | -2.1% |
| 30D | +7.7% | -4.8% | +12.4% | +7.4% |
| 3M | +3.5% | -19.9% | +23.4% | +2.2% |
| 6M | +7.2% | +15.4% | -8.2% | +6.1% |
| YTD | -15.8% | +59.2% | -75.0% | -17.5% |
| 1Y | -19.3% | +86.3% | -105.5% | -24.2% |
| All | -19.3% | +85.0% | -104.2% | -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 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