+1,384.8%
INTU vs ATI
+955.8%
+429.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.8% |
| 7D | -1.2% | +1.3% | -2.6% | -1.6% |
| 30D | +12.4% | -4.8% | +17.2% | +12.8% |
| 3M | +2.3% | -19.9% | +22.2% | +5.3% |
| 6M | -13.3% | +15.4% | -28.7% | -17.1% |
| YTD | -47.9% | +59.2% | -107.1% | -53.6% |
| 1Y | -47.2% | +86.3% | -133.4% | -54.3% |
| 3Y | -33.9% | +318.2% | -352.1% | -52.1% |
| 5Y | -41.3% | +958.6% | -1,000.0% | -64.8% |
| 10Y | +237.9% | +996.8% | -758.9% | +77.5% |
| All | +1,384.8% | +955.8% | +429.0% | +617.9% |
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