+57.3%
LLY vs ATI
+86.4%
-29.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +10.1% | +8.3% | +1.7% | +9.1% |
| 30D | +24.0% | -7.3% | +31.3% | +24.7% |
| 3M | +27.3% | -10.5% | +37.8% | +27.9% |
| 6M | +47.0% | +16.4% | +30.6% | +38.2% |
| YTD | +32.6% | +56.1% | -23.5% | +22.1% |
| 1Y | +57.3% | +86.5% | -29.2% | +36.8% |
| All | +57.3% | +86.4% | -29.1% | +36.8% |
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 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