-7.0%
IBM vs ATI
+166.0%
-173.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.3% |
| 7D | +0.3% | +3.2% | -2.9% | +0.4% |
| 30D | -1.5% | -9.0% | +7.5% | -1.9% |
| 3M | -16.8% | +15.1% | -31.8% | -16.7% |
| 6M | -9.0% | +38.1% | -47.2% | -9.7% |
| YTD | -20.1% | +80.7% | -100.7% | -20.9% |
| 1Y | -7.0% | +167.5% | -174.5% | -10.1% |
| All | -7.0% | +166.0% | -173.0% | -10.1% |
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