+2,240.3%
LOW vs ATI
+1,117.2%
+1,123.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.6% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -7.0% | +2.7% | -9.7% | -7.8% |
| 3M | -0.9% | +16.3% | -17.2% | -4.6% |
| 6M | -20.1% | +30.2% | -50.3% | -25.2% |
| YTD | -13.9% | +83.6% | -97.5% | -25.2% |
| 1Y | -21.1% | +173.0% | -194.1% | -37.4% |
| 3Y | -6.6% | +356.6% | -363.3% | -36.0% |
| 5Y | +9.4% | +1,074.2% | -1,064.8% | -40.9% |
| 10Y | +220.5% | +1,136.2% | -915.7% | +48.4% |
| All | +2,240.3% | +1,117.2% | +1,123.1% | +691.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling