+364.8%
IBM vs ATI
+1,117.2%
-752.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.4% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +0.3% | +2.7% | -2.4% | -0.3% |
| 3M | -21.6% | +16.3% | -37.9% | -24.1% |
| 6M | -4.7% | +30.2% | -34.9% | -9.9% |
| YTD | -19.1% | +83.6% | -102.6% | -28.1% |
| 1Y | -2.5% | +173.0% | -175.5% | -19.4% |
| 3Y | +74.2% | +356.6% | -282.5% | +28.1% |
| 5Y | +113.1% | +1,074.2% | -961.1% | +29.3% |
| 10Y | +133.5% | +1,136.2% | -1,002.7% | +26.0% |
| All | +364.8% | +1,117.2% | -752.4% | +82.9% |
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 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