+123.4%
ILMN vs ATI
+176.2%
-52.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -1.8% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +9.2% | +2.7% | +6.5% | +8.5% |
| 3M | +29.8% | +16.3% | +13.5% | +26.4% |
| 6M | +69.2% | +30.2% | +39.0% | +60.6% |
| YTD | +66.4% | +83.6% | -17.2% | +57.9% |
| 1Y | +123.4% | +173.0% | -49.6% | +97.1% |
| All | +123.4% | +176.2% | -52.8% | +97.1% |
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