+293.0%
LOW vs ATI
+961.4%
-668.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.9% |
| 7D | +1.4% | +4.2% | -2.7% | +0.6% |
| 30D | +21.7% | -2.5% | +24.2% | +21.8% |
| 3M | +5.0% | -19.4% | +24.4% | +8.9% |
| 6M | +4.6% | +11.1% | -6.5% | +1.0% |
| YTD | -3.5% | +59.5% | -63.0% | -13.7% |
| 1Y | +0.5% | +85.8% | -85.2% | -12.9% |
| 3Y | +24.8% | +311.9% | -287.1% | -11.7% |
| 5Y | +6.5% | +963.2% | -956.8% | -40.1% |
| All | +293.0% | +961.4% | -668.4% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling