+2,316.3%
ICE vs ATI
+723.8%
+1,592.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.8% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +7.6% | +2.7% | +4.9% | +6.6% |
| 3M | +13.9% | +16.3% | -2.4% | +8.6% |
| 6M | -2.4% | +30.2% | -32.5% | -10.6% |
| YTD | +0.3% | +83.6% | -83.3% | -16.3% |
| 1Y | -6.4% | +173.0% | -179.4% | -30.1% |
| 3Y | +43.1% | +356.6% | -313.5% | -11.6% |
| 5Y | +42.1% | +1,074.2% | -1,032.1% | -35.6% |
| 10Y | +220.9% | +1,136.2% | -915.3% | +10.5% |
| All | +2,316.3% | +723.8% | +1,592.5% | +434.3% |
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