-16.7%
IBM vs ATI
+81.3%
-98.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +0.8% |
| 7D | +1.6% | +4.2% | -2.6% | +1.8% |
| 30D | +9.2% | -2.5% | +11.7% | +9.1% |
| 3M | +4.9% | -19.4% | +24.4% | +3.6% |
| 6M | +16.8% | +11.1% | +5.7% | +15.5% |
| YTD | -14.3% | +59.5% | -73.8% | -15.5% |
| 1Y | -16.7% | +85.8% | -102.5% | -19.9% |
| All | -16.7% | +81.3% | -98.0% | -19.9% |
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