+11.3%
IR vs ATI
+85.0%
-73.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +1.5% | +1.3% | +0.2% | +1.0% |
| 30D | +9.0% | -4.8% | +13.8% | +10.4% |
| 3M | -0.9% | -19.9% | +19.1% | +6.9% |
| 6M | +13.4% | +15.4% | -2.0% | +1.1% |
| YTD | +8.5% | +59.2% | -50.8% | -20.7% |
| 1Y | +11.3% | +86.3% | -75.0% | -25.3% |
| All | +11.3% | +85.0% | -73.7% | -25.3% |
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 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