+1,058.8%
ILMN vs ATI
+1,173.2%
-114.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +2.4% |
| 7D | -2.6% | +6.0% | -8.6% | -3.8% |
| 30D | -20.6% | -3.6% | -17.0% | -19.9% |
| 3M | +17.5% | -18.9% | +36.3% | +23.1% |
| 6M | +55.6% | +16.7% | +38.9% | +48.4% |
| YTD | +68.3% | +61.1% | +7.3% | +47.5% |
| 1Y | +81.1% | +89.3% | -8.2% | +52.7% |
| 3Y | +112.2% | +333.3% | -221.2% | +40.2% |
| 5Y | -42.6% | +954.5% | -997.1% | -70.4% |
| 10Y | +70.5% | +1,067.0% | -996.5% | -29.2% |
| All | +1,058.8% | +1,173.2% | -114.4% | +115.3% |
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