-47.2%
INTU vs ATI
+85.0%
-132.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.2% |
| 7D | -1.2% | +1.3% | -2.6% | -0.6% |
| 30D | +12.4% | -4.8% | +17.2% | +10.7% |
| 3M | +2.3% | -19.9% | +22.2% | -5.8% |
| 6M | -13.3% | +15.4% | -28.7% | -6.3% |
| YTD | -47.9% | +59.2% | -107.1% | -43.0% |
| 1Y | -47.2% | +86.3% | -133.4% | -46.1% |
| All | -47.2% | +85.0% | -132.1% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling