+137.8%
LLY vs ATI
+334.9%
-197.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +4.6% | +13.0% | -8.4% | +3.1% |
| 30D | +22.4% | +0.2% | +22.2% | +22.0% |
| 3M | +17.1% | -17.5% | +34.6% | +19.6% |
| 6M | +44.6% | +18.1% | +26.5% | +39.9% |
| YTD | +33.5% | +65.7% | -32.3% | +23.3% |
| 1Y | +41.1% | +91.9% | -50.8% | +27.9% |
| All | +137.8% | +334.9% | -197.1% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling