+40.6%
ICE vs ATI
+947.1%
-906.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +3.2% | +1.3% | +1.9% | +3.0% |
| 30D | +12.9% | -4.8% | +17.7% | +13.2% |
| 3M | +17.5% | -19.9% | +37.5% | +19.7% |
| 6M | +14.0% | +15.4% | -1.4% | +11.2% |
| YTD | +10.0% | +59.2% | -49.2% | +2.5% |
| 1Y | +19.5% | +86.3% | -66.7% | +9.0% |
| 3Y | +66.8% | +318.2% | -251.5% | +29.9% |
| All | +40.6% | +947.1% | -906.5% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling