+7.8%
LOW vs ATI
+1,086.3%
-1,078.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.6% | +2.4% | -3.0% | -1.0% |
| 30D | -9.3% | -9.5% | +0.2% | -7.8% |
| 3M | -8.1% | +10.4% | -18.4% | -10.1% |
| 6M | -19.8% | +31.8% | -51.6% | -24.3% |
| YTD | -16.4% | +80.0% | -96.3% | -25.2% |
| 1Y | -24.7% | +175.8% | -200.5% | -37.7% |
| 3Y | -8.8% | +364.2% | -373.1% | -33.5% |
| 5Y | +7.8% | +1,076.9% | -1,069.1% | -28.3% |
| All | +7.8% | +1,086.3% | -1,078.6% | -28.3% |
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 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