+27.6%
IR vs ATI
+320.9%
-293.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | 0.0% |
| 7D | +3.7% | +6.2% | -2.5% | +1.7% |
| 30D | +7.4% | -7.1% | +14.5% | +9.7% |
| 3M | -5.9% | -21.3% | +15.4% | +0.9% |
| 6M | +5.6% | +6.5% | -0.9% | +1.4% |
| YTD | +4.8% | +53.2% | -48.3% | -10.5% |
| 1Y | +6.9% | +82.7% | -75.8% | -13.5% |
| 3Y | +27.6% | +314.3% | -286.8% | -19.8% |
| All | +27.6% | +320.9% | -293.3% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling