-1.4%
LOW vs ATI
+86.4%
-87.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.6% |
| 7D | +15.6% | +8.3% | +7.3% | +14.1% |
| 30D | +28.6% | -7.3% | +35.8% | +29.8% |
| 3M | +5.8% | -10.5% | +16.4% | +7.1% |
| 6M | +3.8% | +16.4% | -12.6% | -3.8% |
| YTD | -2.8% | +56.1% | -58.8% | -16.9% |
| 1Y | -1.4% | +86.5% | -87.9% | -19.1% |
| All | -1.4% | +86.4% | -87.8% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling