+327.3%
INTC vs ATI
+1,117.2%
-789.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.0% | +1.5% | +3.8% |
| 7D | +7.1% | -0.1% | +7.1% | +7.1% |
| 30D | -5.2% | +2.7% | -7.9% | -5.9% |
| 3M | -14.3% | +16.3% | -30.6% | -17.0% |
| 6M | +110.2% | +30.2% | +80.0% | +97.7% |
| YTD | +159.6% | +83.6% | +76.1% | +124.9% |
| 1Y | +289.3% | +173.0% | +116.3% | +206.5% |
| 3Y | +166.1% | +356.6% | -190.6% | +81.2% |
| 5Y | +94.4% | +1,074.2% | -979.8% | +3.6% |
| 10Y | +227.7% | +1,136.2% | -908.5% | +47.4% |
| All | +327.3% | +1,117.2% | -789.9% | +19.7% |
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 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