+2,042.5%
LLY vs ATI
+988.9%
+1,053.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +1.6% | +1.3% | +0.3% | +1.5% |
| 30D | +21.5% | -4.8% | +26.2% | +21.8% |
| 3M | +16.4% | -19.9% | +36.4% | +18.5% |
| 6M | +51.5% | +15.4% | +36.1% | +48.6% |
| YTD | +33.9% | +59.2% | -25.3% | +27.4% |
| 1Y | +49.1% | +86.3% | -37.2% | +39.9% |
| 3Y | +144.6% | +318.2% | -173.6% | +111.1% |
| 5Y | +466.3% | +958.6% | -492.3% | +345.8% |
| All | +2,042.5% | +988.9% | +1,053.6% | +1,561.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling