+26.5%
IP vs ATI
+1,108.2%
-1,081.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.4% |
| 7D | -5.1% | +6.2% | -11.2% | -6.7% |
| 30D | +8.5% | -7.1% | +15.6% | +10.2% |
| 3M | -13.8% | -21.3% | +7.5% | -8.7% |
| 6M | +5.7% | +6.5% | -0.7% | +2.3% |
| YTD | -9.1% | +53.2% | -62.3% | -21.0% |
| 1Y | -0.8% | +82.7% | -83.5% | -17.9% |
| 3Y | +14.8% | +314.3% | -299.5% | -27.7% |
| 5Y | -11.5% | +890.9% | -902.4% | -58.4% |
| All | +26.5% | +1,108.2% | -1,081.7% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling