+372.0%
LLY vs ATI
+1,074.8%
-702.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.2% |
| 7D | -2.1% | -0.1% | -2.1% | -2.2% |
| 30D | -1.6% | +2.7% | -4.3% | -2.0% |
| 3M | +2.3% | +16.3% | -14.0% | +0.4% |
| 6M | +14.9% | +30.2% | -15.3% | +11.2% |
| YTD | +7.5% | +83.6% | -76.1% | +0.7% |
| 1Y | +55.7% | +173.0% | -117.3% | +40.3% |
| 3Y | +110.6% | +356.6% | -246.0% | +80.0% |
| All | +372.0% | +1,074.8% | -702.8% | +285.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling