+2,523.2%
LOW vs ATI
+957.9%
+1,565.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.9% |
| 7D | +1.4% | +4.2% | -2.7% | +0.5% |
| 30D | +21.7% | -2.5% | +24.2% | +21.8% |
| 3M | +5.0% | -19.4% | +24.4% | +9.2% |
| 6M | +4.6% | +11.1% | -6.5% | +0.9% |
| YTD | -3.5% | +59.5% | -63.0% | -14.2% |
| 1Y | +0.5% | +85.8% | -85.2% | -13.5% |
| 3Y | +24.8% | +311.9% | -287.1% | -13.0% |
| 5Y | +6.5% | +963.2% | -956.8% | -41.3% |
| 10Y | +294.6% | +977.6% | -683.1% | +88.4% |
| All | +2,523.2% | +957.9% | +1,565.3% | +807.7% |
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 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