+115.0%
ILMN vs ATI
+166.0%
-51.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.1% |
| 7D | +1.9% | +3.2% | -1.3% | +1.6% |
| 30D | +12.3% | -9.0% | +21.3% | +13.2% |
| 3M | +33.5% | +15.1% | +18.5% | +30.1% |
| 6M | +69.4% | +38.1% | +31.2% | +60.8% |
| YTD | +60.9% | +80.7% | -19.7% | +53.0% |
| 1Y | +115.0% | +167.5% | -52.5% | +91.6% |
| All | +115.0% | +166.0% | -51.1% | +91.6% |
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