-7.8%
LOW vs ATI
+361.7%
-369.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | +0.4% | +3.2% | -2.8% | -0.1% |
| 30D | -10.1% | -9.0% | -1.1% | -8.8% |
| 3M | -2.9% | +15.1% | -17.9% | -5.6% |
| 6M | -19.4% | +38.1% | -57.5% | -24.4% |
| YTD | -15.4% | +80.7% | -96.1% | -24.0% |
| 1Y | -24.9% | +167.5% | -192.5% | -36.8% |
| 3Y | -7.8% | +366.0% | -373.8% | -29.3% |
| All | -7.8% | +361.7% | -369.6% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling