+12.2%
IOT vs ATI
+176.2%
-164.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.8% | +3.9% |
| 7D | -2.3% | -0.1% | -2.3% | -2.4% |
| 30D | +3.8% | +2.7% | +1.1% | +4.0% |
| 3M | +14.2% | +16.3% | -2.1% | +14.6% |
| 6M | +40.1% | +30.2% | +9.9% | +40.7% |
| YTD | +13.4% | +83.6% | -70.2% | -1.3% |
| 1Y | +12.2% | +173.0% | -160.8% | -21.1% |
| All | +12.2% | +176.2% | -164.1% | -21.1% |
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