+128.3%
KEY vs ATI
+1,117.2%
-988.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.8% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -3.0% | +2.7% | -5.7% | -4.2% |
| 3M | +3.3% | +16.3% | -13.0% | -2.9% |
| 6M | +9.2% | +30.2% | -21.0% | -2.2% |
| YTD | +10.6% | +83.6% | -72.9% | -12.3% |
| 1Y | +20.4% | +173.0% | -152.6% | -17.6% |
| 3Y | +121.8% | +356.6% | -234.8% | +21.8% |
| 5Y | +41.1% | +1,074.2% | -1,033.1% | -45.8% |
| 10Y | +168.5% | +1,136.2% | -967.7% | -11.9% |
| All | +128.3% | +1,117.2% | -988.8% | -43.7% |
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