+1,045.4%
ILMN vs ATI
+1,350.9%
-305.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -2.3% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +9.2% | +2.7% | +6.5% | +8.1% |
| 3M | +29.8% | +16.3% | +13.5% | +24.3% |
| 6M | +69.2% | +30.2% | +39.0% | +56.9% |
| YTD | +66.4% | +83.6% | -17.2% | +41.6% |
| 1Y | +123.4% | +173.0% | -49.6% | +71.7% |
| 3Y | +33.2% | +356.6% | -323.5% | -13.0% |
| 5Y | -52.0% | +1,074.2% | -1,126.2% | -75.9% |
| 10Y | +33.6% | +1,136.2% | -1,102.6% | -45.4% |
| All | +1,045.4% | +1,350.9% | -305.5% | +106.6% |
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 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