+55.4%
IOT vs ATI
+1,234.0%
-1,178.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -4.5% | -5.6% | +1.1% | -2.9% |
| 30D | -2.4% | -13.7% | +11.3% | +1.9% |
| 3M | +19.0% | -0.4% | +19.3% | +17.8% |
| 6M | +19.6% | +26.2% | -6.6% | +7.6% |
| YTD | +8.3% | +73.2% | -64.9% | -14.6% |
| 1Y | -0.8% | +161.6% | -162.4% | -33.8% |
| 3Y | +24.4% | +346.2% | -321.8% | -36.0% |
| All | +55.4% | +1,234.0% | -1,178.6% | -40.6% |
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