+10.1%
LOW vs ATI
+974.7%
-964.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.6% |
| 7D | +1.0% | +4.7% | -3.7% | +0.1% |
| 30D | +25.6% | -0.2% | +25.8% | +25.2% |
| 3M | +5.3% | -18.5% | +23.8% | +8.7% |
| 6M | +3.7% | +16.4% | -12.6% | -0.4% |
| YTD | -1.9% | +63.4% | -65.3% | -11.7% |
| 1Y | +0.6% | +91.5% | -91.0% | -12.1% |
| 3Y | +26.4% | +329.2% | -302.8% | -8.8% |
| 5Y | +10.1% | +966.7% | -956.6% | -29.5% |
| All | +10.1% | +974.7% | -964.5% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling