+3,752.2%
LLY vs ATI
+983.6%
+2,768.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | 0.0% |
| 7D | +1.4% | +4.7% | -3.4% | +0.8% |
| 30D | +21.5% | -0.2% | +21.8% | +21.3% |
| 3M | +18.5% | -18.5% | +37.0% | +21.0% |
| 6M | +49.1% | +16.4% | +32.7% | +45.3% |
| YTD | +34.4% | +63.4% | -29.0% | +25.2% |
| 1Y | +46.3% | +91.5% | -45.2% | +33.7% |
| 3Y | +145.5% | +329.2% | -183.8% | +99.0% |
| 5Y | +472.7% | +966.7% | -494.0% | +305.5% |
| 10Y | +2,049.9% | +1,003.8% | +1,046.2% | +1,274.0% |
| All | +3,752.2% | +983.6% | +2,768.7% | +1,688.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling