-26.3%
LOW vs ATI
+159.9%
-186.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.7% | -5.6% | +1.9% | -2.8% |
| 30D | -8.9% | -13.7% | +4.9% | -6.7% |
| 3M | -10.4% | -0.4% | -10.0% | -10.7% |
| 6M | -19.4% | +26.2% | -45.6% | -24.8% |
| YTD | -17.1% | +73.2% | -90.3% | -25.7% |
| 1Y | -26.3% | +161.6% | -187.9% | -36.7% |
| All | -26.3% | +159.9% | -186.2% | -36.7% |
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 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