+443.8%
LLY vs ATI
+871.8%
-427.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.2% |
| 7D | -4.5% | +6.2% | -10.6% | -5.0% |
| 30D | +13.9% | -7.1% | +21.0% | +14.5% |
| 3M | +13.8% | -21.3% | +35.1% | +16.1% |
| 6M | +37.6% | +6.5% | +31.1% | +35.6% |
| YTD | +26.6% | +53.2% | -26.6% | +20.2% |
| 1Y | +45.3% | +82.7% | -37.4% | +35.7% |
| 3Y | +132.2% | +314.3% | -182.1% | +99.9% |
| All | +443.8% | +871.8% | -427.9% | +341.9% |
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