+44.9%
IR vs ATI
+959.5%
-914.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.9% |
| 7D | +2.5% | +4.2% | -1.6% | +1.1% |
| 30D | +9.2% | -2.5% | +11.7% | +9.8% |
| 3M | +0.9% | -19.4% | +20.4% | +7.6% |
| 6M | +19.2% | +11.1% | +8.2% | +13.1% |
| YTD | +7.5% | +59.5% | -52.1% | -9.6% |
| 1Y | +11.7% | +85.8% | -74.0% | -10.5% |
| 3Y | +23.9% | +311.9% | -288.0% | -26.9% |
| All | +44.9% | +959.5% | -914.7% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling