+2,006.3%
LLY vs ATI
+1,119.3%
+887.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.2% | -0.9% | +3.8% |
| 7D | +0.1% | +6.0% | -5.9% | -0.5% |
| 30D | +19.7% | -3.6% | +23.4% | +19.9% |
| 3M | +19.3% | -18.9% | +38.1% | +21.2% |
| 6M | +49.3% | +16.7% | +32.6% | +46.4% |
| YTD | +32.0% | +61.1% | -29.1% | +25.5% |
| 1Y | +53.7% | +89.3% | -35.6% | +44.0% |
| 3Y | +143.7% | +333.3% | -189.6% | +109.8% |
| 5Y | +463.9% | +954.5% | -490.6% | +344.2% |
| 10Y | +2,006.3% | +1,067.0% | +939.4% | +1,544.5% |
| All | +2,006.3% | +1,119.3% | +887.0% | +1,544.5% |
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