+340.0%
IR vs ATI
+1,091.1%
-751.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +1.5% | +1.3% | +0.2% | +1.1% |
| 30D | +9.0% | -4.8% | +13.8% | +10.5% |
| 3M | -0.9% | -19.9% | +19.1% | +5.9% |
| 6M | +13.4% | +15.4% | -2.0% | +6.6% |
| YTD | +8.5% | +59.2% | -50.8% | -8.4% |
| 1Y | +11.3% | +86.3% | -75.0% | -10.6% |
| 3Y | +26.0% | +318.2% | -292.2% | -25.5% |
| 5Y | +47.9% | +958.6% | -910.8% | -37.3% |
| All | +340.0% | +1,091.1% | -751.2% | +65.5% |
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