+384.8%
IBM vs ATI
+915.7%
-530.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.6% |
| 7D | -5.0% | +6.2% | -11.1% | -6.0% |
| 30D | +11.1% | -7.1% | +18.2% | +12.1% |
| 3M | +5.7% | -21.3% | +27.0% | +9.4% |
| 6M | +10.1% | +6.5% | +3.6% | +7.6% |
| YTD | -15.6% | +53.2% | -68.8% | -23.1% |
| 1Y | -19.5% | +82.7% | -102.3% | -28.9% |
| 3Y | +80.4% | +314.3% | -233.9% | +34.3% |
| 5Y | +140.0% | +890.9% | -750.9% | +49.3% |
| 10Y | +155.0% | +1,142.3% | -987.4% | +37.6% |
| All | +384.8% | +915.7% | -530.9% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling