+284.9%
IR vs ATI
+1,251.5%
-966.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.1% |
| 7D | +0.6% | +3.2% | -2.5% | -0.4% |
| 30D | -13.6% | -9.0% | -4.6% | -11.1% |
| 3M | +3.7% | +15.1% | -11.4% | -1.8% |
| 6M | -13.1% | +38.1% | -51.2% | -22.6% |
| YTD | -5.1% | +80.7% | -85.8% | -22.7% |
| 1Y | -6.5% | +167.5% | -174.0% | -33.2% |
| 3Y | +8.5% | +366.0% | -357.5% | -37.9% |
| 5Y | +43.3% | +1,088.8% | -1,045.5% | -41.6% |
| All | +284.9% | +1,251.5% | -966.6% | +39.6% |
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 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