+31.2%
INTC vs ATI
+994.1%
-963.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.6% |
| 7D | +17.1% | +13.0% | +4.2% | +11.7% |
| 30D | -40.5% | +0.2% | -40.7% | -40.2% |
| 3M | -39.4% | -17.5% | -21.9% | -34.6% |
| 6M | -49.3% | +18.1% | -67.4% | -51.7% |
| YTD | +65.9% | +65.7% | +0.2% | +40.2% |
| 1Y | +61.5% | +91.9% | -30.4% | +29.8% |
| 3Y | +59.6% | +335.2% | -275.7% | -4.5% |
| 5Y | +31.2% | +1,004.3% | -973.1% | -40.7% |
| All | +31.2% | +994.1% | -963.0% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling