+1,545.2%
LLY vs ATI
+1,051.1%
+494.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -3.1% | +3.2% | -6.3% | -3.4% |
| 30D | -5.1% | -9.0% | +3.9% | -4.3% |
| 3M | -2.1% | +15.1% | -17.1% | -3.6% |
| 6M | +13.8% | +38.1% | -24.3% | +10.0% |
| YTD | +5.1% | +80.7% | -75.6% | -1.0% |
| 1Y | +53.1% | +167.5% | -114.4% | +38.9% |
| 3Y | +95.6% | +366.0% | -270.4% | +66.9% |
| 5Y | +361.5% | +1,088.8% | -727.3% | +257.5% |
| 10Y | +1,545.2% | +1,055.0% | +490.2% | +1,116.0% |
| All | +1,545.2% | +1,051.1% | +494.0% | +1,116.0% |
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