+291.3%
IR vs ATI
+1,273.2%
-981.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.3% |
| 7D | -2.8% | -0.1% | -2.8% | -2.8% |
| 30D | -15.1% | +2.7% | -17.8% | -16.2% |
| 3M | +6.1% | +16.3% | -10.3% | +0.1% |
| 6M | -16.8% | +30.2% | -47.0% | -24.6% |
| YTD | -3.5% | +83.6% | -87.1% | -21.8% |
| 1Y | -3.5% | +173.0% | -176.5% | -31.5% |
| 3Y | +9.5% | +356.6% | -347.2% | -36.9% |
| 5Y | +45.1% | +1,074.2% | -1,029.1% | -40.6% |
| All | +291.3% | +1,273.2% | -981.9% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling