+132.2%
ILMN vs ATI
+334.9%
-202.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | +0.7% | +13.0% | -12.2% | -1.6% |
| 30D | -22.7% | +0.2% | -22.9% | -22.8% |
| 3M | +8.6% | -17.5% | +26.1% | +11.8% |
| 6M | +43.8% | +18.1% | +25.7% | +37.8% |
| YTD | +59.8% | +65.7% | -5.9% | +43.3% |
| 1Y | +71.8% | +91.9% | -20.1% | +49.9% |
| All | +132.2% | +334.9% | -202.7% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling